Dear Achim, Thank you for your help, this is exactly what I needed. Your help and didactic example is very much appreciated.
Best wishes, Michael On Wed, Mar 22, 2017 at 11:34 AM, Achim Zeileis <achim.zeil...@uibk.ac.at> wrote: > On Wed, 22 Mar 2017, Michael Dayan wrote: > > The method of setting the initial values given lambda, alpha1, etc. should >> not depend on the exact values of lambda, alpha1, etc. in my situation, >> i.e. it does not depend on my data. >> > > Presently, flexmix() that betamix() is built on cannot take the parameters > directly for initialization. However, it is possible to pass a matrix with > initial 'cluster' probabilities. This can be easily generated using dbeta(). > > For a concrete example consider the data generated in this discussion on > SO: > > http://stats.stackexchange.com/questions/114959/mixture-of-b > eta-distributions-full-example > > Using that data with random starting values requires 42 iterations until > convergence: > > set.seed(0) > m1 <- betamix(y ~ 1 | 1, data = d, k = 2) > m1 > > ## Call: > ## betamix(formula = y ~ 1 | 1, data = d, k = 2) > ## ## Cluster sizes: > ## 1 2 > ## 50 100 > ## ## convergence after 42 iterations > > Instead we could initialize with the posterior probabilities obtained at > the observed data (d$y), the true alpha/beta parameters (10; 30 vs. 30; 10) > and the true cluster proportions (2/3 vs. 1/3): > > p <- cbind(2/3 * dbeta(d$y, 10, 30), 1/3 * dbeta(d$y, 30, 10)) > p <- p/rowSums(p) > > This converges after only 2 iterations: > > set.seed(0) > m2 <- betamix(y ~ 1 | 1, data = d, k = 2, cluster = p) > m2 > > ## Call: > ## betamix(formula = y ~ 1 | 1, data = d, k = 2, cluster = p) > ## ## Cluster sizes: > ## 1 2 > ## 100 50 > ## ## convergence after 2 iterations > > Up to label switching and small numerical differences, the parameter > estimates agree. (Of course, these are on the mu/phi scale and not > alpha/beta as explained in the SO post linked above.) > > coef(m1) > ## (Intercept) (phi)_(Intercept) > ## Comp.1 1.196286 3.867808 > ## Comp.2 -1.096487 3.898976 > coef(m2) > ## (Intercept) (phi)_(Intercept) > ## Comp.1 -1.096487 3.898976 > ## Comp.2 1.196286 3.867808 > > > > On Mar 22, 2017 04:30, "David Winsemius" <dwinsem...@comcast.net> wrote: >> >> >> On Mar 21, 2017, at 5:04 AM, Michael Dayan <mdayan.resea...@gmail.com> >>> >> wrote: >> >>> >>> Hi, >>> >>> I would like to fit a mixture of two beta distributions with parameters >>> (alpha1, beta1) for the first component, (alpha2, beta2) for the second >>> component, and lambda for the mixing parameter. I also would like to set >>> a >>> maximum of 200 iterations and a tolerance of 1e-08. >>> >>> My question is: how to use the betareg package to run the fit with >>> initial >>> values for the parameters alpha1, beta1, alpha2, beta2 and lambda? I saw >>> >> in >> >>> the documentation that I would need to use the 'start' option of the >>> betareg function, with start described as "an optional vector with >>> >> starting >> >>> values for all parameters (including phi)". However I could not find how >>> >> to >> >>> define this list given my alpha1, beta1, alpha2, beta2 and lambda. >>> >>> The current code I have is: >>> mydata$y <- <my_data> >>> bmix <- betamix(y ~ 1 | 1, data = mydata, k = 2, fstol = 1e-08, maxit = >>> 200, fsmaxit = 200) >>> >>> >>> And I suspect I would need to do something along the lines: >>> >>> initial.vals <- c(?, ?, ?, ?, ?) >>> bmix <- betamix(y ~ 1 | 1, data = mydata, k = 2, fstol = 1e-08, maxit = >>> 200, fsmaxit = 200, control=betareg.control(start=initial.vals))) >>> >>> But I do not know what to use for initial.vals. >>> >> >> If there were sensitivity to data, then wouldn't that depend on your >> (unprovided) data? >> >> >> >>> Best wishes, >>> >>> Michael >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/ >>> >> posting-guide.html >> >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> David Winsemius >> Alameda, CA, USA >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posti >> ng-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
