LICORS: compute_mixture_penalty – R documentation

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compute_mixture_penalty

Penalty of mixture weights

Description

Computes the penalty Ω(\mathbf{W}) of the weight matrix (or vector) for a mixture model.

Usage

compute_mixture_penalty(weigh.matrix, type = c("entropy", "Lq", "lognorm", "MDL"), 
    q = 2, row.average = TRUE, base = 2)

Arguments

`weigh.matrix`	N \times K weight matrix
`type`	type of penalty: `c("entropy", "1-Lq", "lognorm")`. Default: `"entropy"`
`q`	exponent for L_q norm.
`row.average`	logical; if `TRUE` (default) then an average penalty over all rows will be returned (one single number); if `FALSE` a vector of length N will be returned.
`base`	logarithm base for the `"entropy"` penalty. Default: `base = 2`. Any other real number is allowed; if `base = "num.states"` then it will internally assign it `base = ncol(weigh.matrix)`.

Examples

WW <- matrix(c(rexp(10, 1/10), runif(10), 1/10), ncol = 3, byrow = FALSE)
WW[1, 1] <- 0
WW <- normalize(WW)
compute_mixture_penalty(WW, row.average = FALSE)
compute_mixture_penalty(WW, row.average = TRUE)  # default: average penalty

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

compute_mixture_penalty

Description

Usage

Arguments

See Also

Examples

LICORS

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