[英]Finite mixture of tweedie
我正在嘗試估計一種有限的tweedie(或復合Poisson-gamma)分布混合。 我已經搜索了我能想到的任何資源,卻沒有找到任何關於如何做到這一點的資源。
我正在嘗試使用R中的flexmix軟件包編寫不同的M步驅動程序,如第12-14頁的flexmix插圖中所述。 這是我的代碼,它依賴於cplm包:
tweedieClust <- function(formula = .~.,offset = NULL){
require(tweedie)
require(cplm)
require(plyr)
require(dplyr)
retval <- new("FLXMC", weighted = TRUE, formula = formula, dist = "tweedie",
name = "Compound Poisson Clustering")
retval@defineComponent <- expression ({
predict <- function(x, ...) {
pr <- mu
}
logLik <- function(x, y, ...){
dtweedie(y, xi = p, mu = mu, phi = phi) %>%
log
}
new("FLXcomponent",
parameters=list(coef=coef),
logLik=logLik, predict=predict,
df=df)
})
retval@fit <- function (x, y, w, component) {
fit <- cpglm(formula = y ~ x, link = "log", weights=w, offset=offset)
with(list(coef = coef(fit), df = ncol(x),mu = fit$fitted.values,
p = fit$p, phi = fit$phi),
eval(retval@defineComponent))
}
retval
}
但是,這會導致以下錯誤:
dtweedie中的錯誤(y,xi = p,mu = mu,phi = phi):不一致數組上的二進制運算
有沒有人完成或看過有限的tweedie分布混合物? 你可以用flexmix或其他方式指出我正確的方向嗎?
問題出現在權重部分,如果刪除它,它可以工作:
tweedieClust <- function(formula = .~.,offset = NULL){
require(tweedie)
require(statmod)
require(cplm)
require(plyr)
require(dplyr)
retval <- new("FLXMC", weighted = F, formula = formula, dist = "tweedie",
name = "Compound Poisson Clustering")
retval@defineComponent <- expression ({
predict <- function(x, ...) {
pr <- mu
}
logLik <- function(x, y, ...){
dtweedie(y, xi = p, mu = mu, phi = phi) %>%
log
}
new("FLXcomponent",
parameters=list(mu=mu,xi=p,phi=phi),
logLik=logLik, predict=predict,
df=df)
})
retval@fit <- function (x, y, w, component) {
fit <- cpglm(formula = End~.,data=dmft, link = "log")
with(list(df = ncol(x), mu = fit$fitted.values,
p = fit$p, phi = fit$phi),
eval(retval@defineComponent))
}
retval
}
例:
library(flexmix)
data("dmft", package = "flexmix")
m1 <- flexmix(End ~ .,data=dmft, k = 4, model = tweedieClust())
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