## ----setup, include=FALSE----------------------------------------------------- library(knitr) knitr::opts_chunk$set( fig.align = "center", fig.height = 5.5, fig.width = 6, warning = FALSE, collapse = TRUE, dev.args = list(pointsize = 10), out.width = "90%", par = TRUE ) knit_hooks$set(par = function(before, options, envir) { if (before && options$fig.show != "none") par(family = "sans", mar = c(4.1,4.1,1.1,1.1), mgp = c(3,1,0), tcl = -0.5) }) ## ---- message = FALSE, echo = FALSE------------------------------------------- library(meteorits) ## ----------------------------------------------------------------------------- n <- 500 # Size of the sample alphak <- matrix(c(0, 8), ncol = 1) # Parameters of the gating network betak <- matrix(c(0, -2.5, 0, 2.5), ncol = 2) # Regression coefficients of the experts sigmak <- c(0.5, 0.5) # Standard deviations of the experts lambdak <- c(3, 5) # Skewness parameters of the experts nuk <- c(5, 7) # Degrees of freedom of the experts network t densities x <- seq.int(from = -1, to = 1, length.out = n) # Inputs (predictors) # Generate sample of size n sample <- sampleUnivStMoE(alphak = alphak, betak = betak, sigmak = sigmak, lambdak = lambdak, nuk = nuk, x = x) y <- sample$y ## ----------------------------------------------------------------------------- K <- 2 # Number of regressors/experts p <- 1 # Order of the polynomial regression (regressors/experts) q <- 1 # Order of the logistic regression (gating network) ## ----------------------------------------------------------------------------- n_tries <- 1 max_iter <- 1500 threshold <- 1e-5 verbose <- TRUE verbose_IRLS <- FALSE ## ----------------------------------------------------------------------------- stmoe <- emStMoE(X = x, Y = y, K, p, q, n_tries, max_iter, threshold, verbose, verbose_IRLS) ## ----------------------------------------------------------------------------- stmoe$summary() ## ----------------------------------------------------------------------------- stmoe$plot(what = "meancurve") ## ----------------------------------------------------------------------------- stmoe$plot(what = "confregions") ## ----------------------------------------------------------------------------- stmoe$plot(what = "clusters") ## ----------------------------------------------------------------------------- stmoe$plot(what = "loglikelihood") ## ----------------------------------------------------------------------------- library(MASS) data("mcycle") x <- mcycle$times y <- mcycle$accel ## ----------------------------------------------------------------------------- K <- 4 # Number of regressors/experts p <- 2 # Order of the polynomial regression (regressors/experts) q <- 1 # Order of the logistic regression (gating network) ## ----------------------------------------------------------------------------- n_tries <- 1 max_iter <- 1500 threshold <- 1e-5 verbose <- TRUE verbose_IRLS <- FALSE ## ----------------------------------------------------------------------------- stmoe <- emStMoE(X = x, Y = y, K, p, q, n_tries, max_iter, threshold, verbose, verbose_IRLS) ## ----------------------------------------------------------------------------- stmoe$summary() ## ----------------------------------------------------------------------------- stmoe$plot(what = "meancurve") ## ----------------------------------------------------------------------------- stmoe$plot(what = "confregions") ## ----------------------------------------------------------------------------- stmoe$plot(what = "clusters") ## ----------------------------------------------------------------------------- stmoe$plot(what = "loglikelihood")