Segmentor(Segmentor3IsBack)
Segmentor()所属R语言包:Segmentor3IsBack
Segmentor
多次迭代
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The functions are used for change-point problems. Given a loss function (Poisson, Normal homoscedastic, Negative Binomial or Normal Heteroscedastic (with given constant mean)), the function Segmentor estimates the optimal segmentation with respect to the log-likelihood. The Segmentor gives estimates of the breakpoint locations as well as the loss function parameter of each segment.
功能用于变点问题。给定一个损失函数(泊松分布,正常同方差,负二项或正常的异方差(与给定的常数平均)),该函数迭代而对数似然估计的最优分割。多次迭代估计的断点位置以及各分部的损失函数参数。
用法----------Usage----------
Segmentor(data=numeric(), model=1, Kmax = 15, theta = numeric(), m = numeric())
参数----------Arguments----------
参数:data
A vector of observations to be segmented. Must have no missing values.
被分割的矢量观测。必须有没有缺失值。
参数:model
Integer between 1 and 4 giving the modelisation of the observed data, 1: poisson (default), 2: normal-homoscedastic, 3: negative binomial or 4: normal-heteroscedastic
1和4之间的整数,给予所观察到的数据,1:泊松(默认值),2:正常同方差,3:负二项式或4:正常异方差的modelisation
参数:Kmax
The maximum number of segments wanted for the data. The Segmentor will find all optimal segmentations in 1 to Kmax segments.
想要的段的最大数量的数据。 Kmax的段的多次迭代找到最优的分词。
参数:theta
Needed only for the Negative Binomial distribution: the value of the inverse of the overdispersion parameter. If the user does not enter a value, the package uses a modified version of Johnson and Kotz's estimator where the mean is replaced by the median.
只需要负二项分布的值偏大参数的逆。如果用户没有输入值,包使用修改后的版本约翰逊和科茨的估计,平均中位数代替。
参数:m
Needed only for Normal Heteroscedastic distribution: the value of the constant mean. If not entered, the function uses the empirical mean of the data.
只需要使用普通的异方差分布:值恒定的平均。如果没有输入,该函数使用经验数据的平均值。
Details
详细信息----------Details----------
值----------Value----------
参数:model
Emission distribution (Poisson, Normal Homoscedastic, Negative Binomial or Normal Heteroscedastic)
的排放分布(泊松分布,正常的同方差,负二项或正常的异方差)
参数:breaks
Matrix of size Kmax*Kmax of estimated change-point locations for each optimal segmentation in 1 to Kmax segments.
矩阵的大小Kmax的Kmax的每个最优分割在1 Kmax的段估计变点的位置。
参数:parameters
Matrix of size Kmax*Kmax which elements are the estimated parameters for each segment of the optimal segmentation. If model is Poisson or Normal, the parameter corresponds to the mean of the signal in each segment. If model is Negative binomial, the parameter corresponds to the success-probability of the signal in each segment. If model is normal heteroscedastic, the parameter is the variance assuming known mean.
矩阵的大小Kmax的* Kmax的哪些元素是每个段的估计参数的最优分割。如果模型是泊松或正常,该参数对应于在各段中的信号的平均值。如果模型是负二项,该参数对应于在各段中的信号的成功概率。如果是正常的异方差模型的参数是已知的均值方差假设。
参数:likelihood
Vector of size Kmax of resulting negative log-likelihood for each optimal segmentation.
每个最优分割所产生的负对数似然的大小KMAX的矢量。
参数:overdispersion
only if model = Negative Binomial, the value of the inverse of overdispersion used for the segmentation
只有当模型=负二项分布的逆偏大的分割,
参数:mean
only if model = Normal Heteroscedastic, the value of the mean used for the segmentation
仅当模型=正常异方差的平均值,该值用于对分割
(作者)----------Author(s)----------
Alice Cleynen, Michel Koskas and Guillem Rigaill
Maintainer: Who to complain to <alice.cleynen@agroparistech.fr>
参考文献----------References----------
实例----------Examples----------
require(Segmentor3IsBack);
N=2000
x=c(rpois(N,2.0),rpois(2*N,2.2),rpois(N,1.9));
res=Segmentor(data=x,Kmax=3);
# Finds the optimal segmentation in 1, 2 and 3 segments with respect to the Poisson model.[泊松模型相对于在1,2和3段找出最优分割。]
y=c(rnbinom(N,prob=0.3,size=0.15),rnbinom(2*N,prob=0.1,size=0.15),rnbinom(N,prob=0.6,size=0.15))
res2=Segmentor(y, model=3,Kmax=10);
#Finds the optimal segmentation in 1 to 10 segments with respect to the Negative Binomial model.[在1~10段,找到最佳分割的负二项式模型。]
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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