VICatMix: Variational Inference for Categorical Mixture Models

VICatMix is a variational Bayesian finite mixture model designed for the clustering of categorical data, implemented as an R package incorporating C++ (via Rcpp and RcppArmadillo) for faster computation. The package provides options to include variable selection to enhance its performance on high-dimensional or noisy data, and to incorporate model averaging and summarisation over multiple different initialisations for improved accuracy. For more details on the model, please refer to the arXiv preprint.

Installation

To install the VICatMix package, you can use the devtools package to install directly from GitHub:

install.packages("devtools")
devtools::install_github("j-ackierao/VICatMix")
library(VICatMix)

Note VICatMix depends on the Rcpp and RcppArmadillo packages, which both require an appropriate C++ compiler.

Examples

An example of running one initialisation of VICatMix on sample zoo data without variable selection:

result <- runVICatMix(zoo, 10, 0.01) 

An example of implementing model averaging over 30 initialisations of VICatMix on sample zoo data with variable selection:

result <- runVICatMixVarSelAvg(zoo, 10, 0.01, inits = 30)