LICORS: initialize_states – R documentation

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initialize_states

State initialization for iterative algorithms (randomly or variants of kmeans)

Description

Initializes the state/cluster assignment either uniformly at random from K classes, or using initial kmeans++ (kmeanspp) clustering (in several variations on PLCs and/or FLCs).

Usage

initialize_states(num.states = NULL, num.samples = NULL, method = c("random", 
    "KmeansPLC", "KmeansFLC", "KmeansPLCFLC", "KmeansFLCPLC"), LCs = list(PLC = NULL, 
    FLC = NULL))

Arguments

`num.states`	number of states
`num.samples`	number of samples.
`method`	how to choose the labels: either uniformly at random from \lbrace 1, …, K \rbrace or using K-means on PLCs and FLCs or a combination. Default: `method = "random"`. Other options are `c("KmeansPLC","KmeansFLC","KmeansPLCFLC","KmeansFLCPLC")`
`LCs`	(optional) a list of `PLC` (N \times n_p array) and `FLC` (N \times n_f array)

Examples

x1 <- rnorm(1000)
x2 <- rnorm(200, mean = 2)
yy <- c(x1, x2)
ss <- initialize_states(num.states = 2, num.samples = length(yy), method = "KmeansFLC", 
    LCs = list(FLCs = yy))
plot(yy, col = ss, pch = 19)
points(x1, col = "blue")

LICORS

Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data

v0.2.0

GPL-2

Authors

Georg M. Goerg <gmg@stat.cmu.edu>

Initial release

2013-11-20