FLaMingos: Functional Latent datA Models for clusterING heterogeneOus curveS

flamingos is an open-source toolbox (available in R and in Matlab) for the simultaneous clustering and segmentation of heterogeneous functional data (i.e time-series ore more generally longitudinal data), with original and flexible functional latent variable models, fitted by unsupervised algorithms, including EM algorithms.

Our nice FLaMingos are mainly:

mixRHLP;
mixHMM;
mixHMMR.

The models and algorithms are developped and written in Matlab by Faicel Chamroukhi, and translated and designed into R packages by Florian Lecocq, Marius Bartcus and Faicel Chamroukhi.

Installation

You can install the flamingos package from GitHub with:

# install.packages("devtools")
devtools::install_github("fchamroukhi/FLaMingos")

To build vignettes for examples of usage, type the command below instead:

# install.packages("devtools")
devtools::install_github("fchamroukhi/FLaMingos", 
                         build_opts = c("--no-resave-data", "--no-manual"), 
                         build_vignettes = TRUE)

Use the following command to display vignettes:

browseVignettes("flamingos")

Usage

library(flamingos)

<details> <summary>mixRHLP</summary>

data("toydataset")
x <- toydataset$x
Y <- t(toydataset[,2:ncol(toydataset)])

K <- 3 # Number of clusters
R <- 3 # Number of regimes (polynomial regression components)
p <- 1 # Degree of the polynomials
q <- 1 # Order of the logistic regression (by default 1 for contiguous segmentation)
variance_type <- "heteroskedastic" # "heteroskedastic" or "homoskedastic" model

n_tries <- 1
max_iter <- 1000
threshold <- 1e-5
verbose <- TRUE
verbose_IRLS <- FALSE
init_kmeans <- TRUE

mixrhlp <- emMixRHLP(X = x, Y = Y, K, R, p, q, variance_type, init_kmeans, 
                     n_tries, max_iter, threshold, verbose, verbose_IRLS)
#> EM - mixRHLP: Iteration: 1 | log-likelihood: -18129.8169520025
#> EM - mixRHLP: Iteration: 2 | log-likelihood: -16642.732267463
#> EM - mixRHLP: Iteration: 3 | log-likelihood: -16496.947898833
#> EM - mixRHLP: Iteration: 4 | log-likelihood: -16391.6755568235
#> EM - mixRHLP: Iteration: 5 | log-likelihood: -16308.151649539
#> EM - mixRHLP: Iteration: 6 | log-likelihood: -16242.6749975019
#> EM - mixRHLP: Iteration: 7 | log-likelihood: -16187.9951484578
#> EM - mixRHLP: Iteration: 8 | log-likelihood: -16138.360050325
#> EM - mixRHLP: Iteration: 9 | log-likelihood: -16092.9430959116
#> EM - mixRHLP: Iteration: 10 | log-likelihood: -16053.588838999
#> EM - mixRHLP: Iteration: 11 | log-likelihood: -16020.7365667916
#> EM - mixRHLP: Iteration: 12 | log-likelihood: -15993.7513179937
#> EM - mixRHLP: Iteration: 13 | log-likelihood: -15972.7088032469
#> EM - mixRHLP: Iteration: 14 | log-likelihood: -15957.3889127412
#> EM - mixRHLP: Iteration: 15 | log-likelihood: -15946.5663566082
#> EM - mixRHLP: Iteration: 16 | log-likelihood: -15938.693534838
#> EM - mixRHLP: Iteration: 17 | log-likelihood: -15932.584112949
#> EM - mixRHLP: Iteration: 18 | log-likelihood: -15927.5299507605
#> EM - mixRHLP: Iteration: 19 | log-likelihood: -15923.1499635319
#> EM - mixRHLP: Iteration: 20 | log-likelihood: -15919.2392546398
#> EM - mixRHLP: Iteration: 21 | log-likelihood: -15915.6795793534
#> EM - mixRHLP: Iteration: 22 | log-likelihood: -15912.3944381959
#> EM - mixRHLP: Iteration: 23 | log-likelihood: -15909.327585346
#> EM - mixRHLP: Iteration: 24 | log-likelihood: -15906.4326405988
#> EM - mixRHLP: Iteration: 25 | log-likelihood: -15903.6678636145
#> EM - mixRHLP: Iteration: 26 | log-likelihood: -15900.9933370165
#> EM - mixRHLP: Iteration: 27 | log-likelihood: -15898.3692402859
#> EM - mixRHLP: Iteration: 28 | log-likelihood: -15895.7545341827
#> EM - mixRHLP: Iteration: 29 | log-likelihood: -15893.1056775993
#> EM - mixRHLP: Iteration: 30 | log-likelihood: -15890.3751610539
#> EM - mixRHLP: Iteration: 31 | log-likelihood: -15887.5097378815
#> EM - mixRHLP: Iteration: 32 | log-likelihood: -15884.4482946475
#> EM - mixRHLP: Iteration: 33 | log-likelihood: -15881.1193453446
#> EM - mixRHLP: Iteration: 34 | log-likelihood: -15877.4381561224
#> EM - mixRHLP: Iteration: 35 | log-likelihood: -15873.3037170772
#> EM - mixRHLP: Iteration: 36 | log-likelihood: -15868.595660791
#> EM - mixRHLP: Iteration: 37 | log-likelihood: -15863.171868441
#> EM - mixRHLP: Iteration: 38 | log-likelihood: -15856.8678694783
#> EM - mixRHLP: Iteration: 39 | log-likelihood: -15849.5002500459
#> EM - mixRHLP: Iteration: 40 | log-likelihood: -15840.8778843568
#> EM - mixRHLP: Iteration: 41 | log-likelihood: -15830.8267303162
#> EM - mixRHLP: Iteration: 42 | log-likelihood: -15819.2343887404
#> EM - mixRHLP: Iteration: 43 | log-likelihood: -15806.11425583
#> EM - mixRHLP: Iteration: 44 | log-likelihood: -15791.6651550126
#> EM - mixRHLP: Iteration: 45 | log-likelihood: -15776.2575311116
#> EM - mixRHLP: Iteration: 46 | log-likelihood: -15760.2525673176
#> EM - mixRHLP: Iteration: 47 | log-likelihood: -15743.6600428386
#> EM - mixRHLP: Iteration: 48 | log-likelihood: -15725.8494727209
#> EM - mixRHLP: Iteration: 49 | log-likelihood: -15705.5392028324
#> EM - mixRHLP: Iteration: 50 | log-likelihood: -15681.0330055801
#> EM - mixRHLP: Iteration: 51 | log-likelihood: -15650.7058006772
#> EM - mixRHLP: Iteration: 52 | log-likelihood: -15614.1891628978
#> EM - mixRHLP: Iteration: 53 | log-likelihood: -15574.3209962234
#> EM - mixRHLP: Iteration: 54 | log-likelihood: -15536.9561042095
#> EM - mixRHLP: Iteration: 55 | log-likelihood: -15505.9888676546
#> EM - mixRHLP: Iteration: 56 | log-likelihood: -15480.3479747868
#> EM - mixRHLP: Iteration: 57 | log-likelihood: -15456.7432033066
#> EM - mixRHLP: Iteration: 58 | log-likelihood: -15432.855894347
#> EM - mixRHLP: Iteration: 59 | log-likelihood: -15408.4123139152
#> EM - mixRHLP: Iteration: 60 | log-likelihood: -15384.7708355233
#> EM - mixRHLP: Iteration: 61 | log-likelihood: -15363.3704926307
#> EM - mixRHLP: Iteration: 62 | log-likelihood: -15344.3247788467
#> EM - mixRHLP: Iteration: 63 | log-likelihood: -15326.444200793
#> EM - mixRHLP: Iteration: 64 | log-likelihood: -15308.1502066517
#> EM - mixRHLP: Iteration: 65 | log-likelihood: -15288.3650661699
#> EM - mixRHLP: Iteration: 66 | log-likelihood: -15267.1380314858
#> EM - mixRHLP: Iteration: 67 | log-likelihood: -15245.8151021308
#> EM - mixRHLP: Iteration: 68 | log-likelihood: -15226.3007649639
#> EM - mixRHLP: Iteration: 69 | log-likelihood: -15209.9671868432
#> EM - mixRHLP: Iteration: 70 | log-likelihood: -15197.3697193674
#> EM - mixRHLP: Iteration: 71 | log-likelihood: -15187.8845852548
#> EM - mixRHLP: Iteration: 72 | log-likelihood: -15180.4065779427
#> EM - mixRHLP: Iteration: 73 | log-likelihood: -15174.1897193241
#> EM - mixRHLP: Iteration: 74 | log-likelihood: -15168.8680084075
#> EM - mixRHLP: Iteration: 75 | log-likelihood: -15164.1615627415
#> EM - mixRHLP: Iteration: 76 | log-likelihood: -15159.6679572457
#> EM - mixRHLP: Iteration: 77 | log-likelihood: -15155.1488045656
#> EM - mixRHLP: Iteration: 78 | log-likelihood: -15150.9231858137
#> EM - mixRHLP: Iteration: 79 | log-likelihood: -15147.2212168192
#> EM - mixRHLP: Iteration: 80 | log-likelihood: -15144.078942659
#> EM - mixRHLP: Iteration: 81 | log-likelihood: -15141.3516305636
#> EM - mixRHLP: Iteration: 82 | log-likelihood: -15138.8602529876
#> EM - mixRHLP: Iteration: 83 | log-likelihood: -15136.5059345662
#> EM - mixRHLP: Iteration: 84 | log-likelihood: -15134.2384537766
#> EM - mixRHLP: Iteration: 85 | log-likelihood: -15132.0298589309
#> EM - mixRHLP: Iteration: 86 | log-likelihood: -15129.8608706576
#> EM - mixRHLP: Iteration: 87 | log-likelihood: -15127.7157936565
#> EM - mixRHLP: Iteration: 88 | log-likelihood: -15125.5797196054
#> EM - mixRHLP: Iteration: 89 | log-likelihood: -15123.4372146492
#> EM - mixRHLP: Iteration: 90 | log-likelihood: -15121.2712280838
#> EM - mixRHLP: Iteration: 91 | log-likelihood: -15119.0622569401
#> EM - mixRHLP: Iteration: 92 | log-likelihood: -15116.7874031382
#> EM - mixRHLP: Iteration: 93 | log-likelihood: -15114.4192658119
#> EM - mixRHLP: Iteration: 94 | log-likelihood: -15111.9245293407
#> EM - mixRHLP: Iteration: 95 | log-likelihood: -15109.262047444
#> EM - mixRHLP: Iteration: 96 | log-likelihood: -15106.3802520661
#> EM - mixRHLP: Iteration: 97 | log-likelihood: -15103.2137059945
#> EM - mixRHLP: Iteration: 98 | log-likelihood: -15099.6787565231
#> EM - mixRHLP: Iteration: 99 | log-likelihood: -15095.6664401258
#> EM - mixRHLP: Iteration: 100 | log-likelihood: -15091.0341403017
#> EM - mixRHLP: Iteration: 101 | log-likelihood: -15085.5952981967
#> EM - mixRHLP: Iteration: 102 | log-likelihood: -15079.1100803411
#> EM - mixRHLP: Iteration: 103 | log-likelihood: -15071.2863215881
#> EM - mixRHLP: Iteration: 104 | log-likelihood: -15061.8155026615
#> EM - mixRHLP: Iteration: 105 | log-likelihood: -15050.4931948422
#> EM - mixRHLP: Iteration: 106 | log-likelihood: -15037.4728804542
#> EM - mixRHLP: Iteration: 107 | log-likelihood: -15023.5663638262
#> EM - mixRHLP: Iteration: 108 | log-likelihood: -15010.227713049
#> EM - mixRHLP: Iteration: 109 | log-likelihood: -14998.9216243488
#> EM - mixRHLP: Iteration: 110 | log-likelihood: -14990.3428946115
#> EM - mixRHLP: Iteration: 111 | log-likelihood:

FLaMingos

Install / Use

README

FLaMingos: Functional Latent datA Models for clusterING heterogeneOus curveS

Installation

Usage