R: Plot sequences from the Stochastic EM algorithm for mixture...

plotweibullRMM {mixtools} | R Documentation

## Plot sequences from the Stochastic EM algorithm for mixture of Weibull

### Description

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

### Usage

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

### Arguments

`a` | An object returned by `weibullRMM_SEM`.
`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: `weibullRMM_SEM`, `summary.mixEM`.

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

### Examples

    n = 500 # sample size
    m = 2 # nb components
    lambda=c(0.4, 0.6)
    shape <- c(0.5,5); scale <- c(1,20) # model parameters
    set.seed(321)
    x <- rweibullmix(n, lambda, shape, scale) # iid ~ weibull mixture
    cs=runif(n,0,max(x)+10) # iid censoring times
    t <- apply(cbind(x,cs),1,min) # censored observations
    d <- 1*(x <= cs)              # censoring indicator

    ## set arbitrary or "reasonable" (e.g., data-driven) initial values
    l0 <- rep(1/m,m); sh0 <- c(1, 2); sc0 <- c(2,10)
    # Stochastic EM algorithm
    a <- weibullRMM_SEM(t, d, lambda = l0, shape = sh0, scale = sc0, maxit = 200)

    summary(a) # Parameters estimates etc
    plotweibullRMM(a) # default plot of St-EM sequences

[Package mixtools version 1.2.0 Index]