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PReMiuM: An R Package for Profile Regression Mixture Models Using Dirichlet Processes

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  • Liverani, Silvia
  • Hastie, David I.
  • Azizi, Lamiae
  • Papathomas, Michail
  • Richardson, Sylvia

Abstract

PReMiuM is a recently developed R package for Bayesian clustering using a Dirichlet process mixture model. This model is an alternative to regression models, non- parametrically linking a response vector to covariate data through cluster membership (Molitor, Papathomas, Jerrett, and Richardson 2010). The package allows binary, categorical, count and continuous response, as well as continuous and discrete covariates. Additionally, predictions may be made for the response, and missing values for the covariates are handled. Several samplers and label switching moves are implemented along with diagnostic tools to assess convergence. A number of R functions for post-processing of the output are also provided. In addition to fitting mixtures, it may additionally be of interest to determine which covariates actively drive the mixture components. This is implemented in the package as variable selection.

Suggested Citation

  • Liverani, Silvia & Hastie, David I. & Azizi, Lamiae & Papathomas, Michail & Richardson, Sylvia, 2015. "PReMiuM: An R Package for Profile Regression Mixture Models Using Dirichlet Processes," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(i07).
    • Handle: RePEc:jss:jstsof:v:064:i07
    DOI: http://hdl.handle.net/10.18637/jss.v064.i07
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    References listed on IDEAS

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    1. Omiros Papaspiliopoulos & Gareth O. Roberts, 2008. "Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models," Biometrika, Biometrika Trust, vol. 95(1), pages 169-186.
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    3. C. Yau & O. Papaspiliopoulos & G. O. Roberts & C. Holmes, 2011. "Bayesian non‐parametric hidden Markov models with applications in genomics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 37-57, January.
    4. Chung, Yeonseung & Dunson, David B., 2009. "Nonparametric Bayes Conditional Distribution Modeling With Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1646-1660.
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    6. Dunson, David B. & Herring, Amy H. & Siega-Riz, Anna Maria, 2008. "Bayesian Inference on Changes in Response Densities Over Predictor Clusters," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1508-1517.
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    Cited by:

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    7. Lim, Hyunwoo & Yoo, Eun-Hye & Park, Minyoung, 2018. "Warehouse rental market segmentation using spatial profile regression," Journal of Transport Geography, Elsevier, vol. 73(C), pages 64-74.
    8. Lavigne, Aurore & Liverani, Silvia, 2024. "Quantifying the uncertainty of partitions for infinite mixture models," Statistics & Probability Letters, Elsevier, vol. 204(C).
    9. Bettina Grün & Paul Hofmarcher, 2021. "Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 1018-1045, September.
    10. Wang, Ketong & Porter, Michael D., 2018. "Optimal Bayesian clustering using non-negative matrix factorization," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 395-411.
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    13. Laura Liu, 2017. "Density Forecasts in Panel Models: A semiparametric Bayesian Perspective," PIER Working Paper Archive 17-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Apr 2017.
    14. Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
    15. Eric Coker & Robert Gunier & Asa Bradman & Kim Harley & Katherine Kogut & John Molitor & Brenda Eskenazi, 2017. "Association between Pesticide Profiles Used on Agricultural Fields near Maternal Residences during Pregnancy and IQ at Age 7 Years," IJERPH, MDPI, vol. 14(5), pages 1-20, May.
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