## ----------------------------------------------------------------------------- library(fmrs) set.seed(1980) nComp = 2 nCov = 10 nObs = 500 dispersion = c(1, 1) mixProp = c(0.4, 0.6) rho = 0.5 coeff1 = c( 2, 2, -1, -2, 1, 2, 0, 0, 0, 0, 0) coeff2 = c(-1, -1, 1, 2, 0, 0, 0, 0, -1, 2, -2) umax = 40 ## ----------------------------------------------------------------------------- dat <- fmrs.gendata(nObs = nObs, nComp = nComp, nCov = nCov, coeff = c(coeff1, coeff2), dispersion = dispersion, mixProp = mixProp, rho = rho, umax = umax, disFamily = "lnorm") ## ----------------------------------------------------------------------------- res.mle <- fmrs.mle(y = dat$y, x = dat$x, delta = dat$delta, nComp = nComp, disFamily = "lnorm", initCoeff = rnorm(nComp*nCov+nComp), initDispersion = rep(1, nComp), initmixProp = rep(1/nComp, nComp)) summary(res.mle) ## ----------------------------------------------------------------------------- res.lam <- fmrs.tunsel(y = dat$y, x = dat$x, delta = dat$delta, nComp = nComp, disFamily = "lnorm", initCoeff = c(coefficients(res.mle)), initDispersion = dispersion(res.mle), initmixProp = mixProp(res.mle), penFamily = "adplasso") summary(res.lam) ## ----------------------------------------------------------------------------- res.var <- fmrs.varsel(y = dat$y, x = dat$x, delta = dat$delta, nComp = ncomp(res.mle), disFamily = "lnorm", initCoeff=c(coefficients(res.mle)), initDispersion = dispersion(res.mle), initmixProp = mixProp(res.mle), penFamily = "adplasso", lambPen = slot(res.lam, "lambPen")) summary(res.var) ## ----------------------------------------------------------------------------- slot(res.var, "selectedset") ## ----------------------------------------------------------------------------- sessionInfo()