R: Plot sequences from the EM algorithm for censored mixture of...

plotexpRMM {mixtools} | R Documentation

## Plot sequences from the EM algorithm for censored mixture of exponentials

### Description

Function for plotting sequences of estimates along iterations, from an object returned by the `expRMM_EM`, an EM algorithm for mixture of exponential distributions with randomly right censored data (see reference below).

### Usage

      plotexpRMM(a, title=NULL, rowstyle=TRUE, subtitle=NULL, ...)

### Arguments

`a` | An object returned by `expRMM_EM`.
`title` | The title of the plot, set to some default value if `NULL`.
`rowstyle` | Window organization, for plots in rows (the default) or columns.
`subtitle` | A subtitle for the plot, set to some default value if `NULL`.
`...` | Other parameters (such as `lwd`) passed to `plot`, `lines`, and `legend` commands.

### Value

The plot returned

### Author(s)

Didier Chauveau

### References

- Bordes, L., and Chauveau, D. (2016), Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data, Computational Statistics, Volume 31, Issue 4, pages 1513-1538. http://link.springer.com/article/10.1007/s00180-016-0661-7

### See Also

Related functions: `expRMM_EM`, `summary.mixEM`, `plot.mixEM`.

Other models and algorithms for censored lifetime data (name convention is model_algorithm): `weibullRMM_SEM`, `spRMM_SEM`.

### Examples

    n=300 # sample size
    m=2   # number of mixture components
    lambda <- c(1/3,1-1/3); rate <- c(1,1/10) # mixture parameters
    set.seed(1234)
    x <- rexpmix(n, lambda, rate) # iid ~ exponential mixture
    cs=runif(n,0,max(x)) # Censoring (uniform) and incomplete data
    t <- apply(cbind(x,cs),1,min) # observed or censored data
    d <- 1*(x <= cs)              # censoring indicator

    ###### EM for RMM, exponential lifetimes
    l0 <- rep(1/m,m); r0 <- c(1, 0.5) # "arbitrary" initial values
    a <- expRMM_EM(t, d, lambda=l0, rate=r0, k = m)
    summary(a)             # EM estimates etc
    plotexpRMM(a, lwd=2) # plot of EM sequences

[Package mixtools version 1.2.0 Index]