estimate_LC_pdfs estimates the PLC and FLC
distributions for each state k = 1, …, K. It
iteratively applies estimate_LC.pdf.state.
estimate_LC.pdf.state estimates the PLC and
FLC distributions using weighted maximum likelihood
(cov.wt) and nonparametric kernel
density estimation (wKDE) for one (!)
state.
matrix of PLCs/FLCs. This matrix has N
rows and n_p or n_f columns (depending on the
PLC/FLC dimensionality)
weight.matrix
N \times K weight matrix
states
vector of length N with entry i
being the label k = 1, …, K of PLC i
method
type of estimation: either a (multivariate)
Normal distribution ("normal") or nonparametric
with a kernel density estimator (method =
"nonparametric"). For multivariate distributions (as
usual for PLCs) only 'normal' should be used due
to computational efficiency and statistical accuracy.
eval.LCs
on what LCs should the estimate be
evaluated? If NULL then densities will be
evaluated on the training data LCs
state
integer; which state-conditional density
should be estimated
weights
weights of the samples. Either a i) length
N vector with the weights for each observation; ii)
N \times K matrix, where the state column of
that matrix is used as a weight-vector.
Value
estimate_LC_pdfs returns an N \times
K matrix.
estimate_LC.pdf.state returns a vector of
length N with the state-conditional density
evaluated at eval.LCs.
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
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> library(LICORS)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/LICORS/estimate_LC_pdfs.Rd_%03d_medium.png", width=480, height=480)
> ### Name: estimate_LC_pdfs
> ### Title: Estimate PLC/FLC distributions for all states
> ### Aliases: estimate_LC_pdfs estimate_LC_pdf_state estimate_LC.pdf.state
> ### Keywords: distribution multivariate nonparametric
>
> ### ** Examples
>
> set.seed(10)
> WW <- matrix(runif(10000), ncol = 10)
> WW <- normalize(WW)
> temp_flcs <- cbind(sort(rnorm(nrow(WW))))
> temp_flc_pdfs <- estimate_LC_pdfs(temp_flcs, WW)
> matplot(temp_flcs, temp_flc_pdfs, col = 1:ncol(WW), type = "l", xlab = "FLCs",
+ ylab = "pdf", lty = 1)
> ###################### one state only ###
> temp_flcs <- temp_flcs[order(temp_flcs)]
> temp_flc_pdf <- estimate_LC_pdf_state(state = 3, LCs = temp_flcs, weights = WW)
>
> plot(temp_flcs, temp_flc_pdf, type = "l", xlab = "FLC", ylab = "pdf")
>
>
>
>
>
> dev.off()
null device
1
>