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dirichletprocess

The dirichletprocess package provides tools for you to build custom Dirichlet process mixture models. You can use the pre-built Normal/Weibull/Beta distributions or create your own following the instructions in the vignette. In as little as four lines of code you can be modelling your data nonparametrically.

Installation

You can install the stable release of dirichletprocess from CRAN:

install.packages("dirichletprocess")

You can also install the development build of dirichletprocess from github with:

# install.packages("devtools")
devtools::install_github("dm13450/dirichletprocess")

For a full guide to the package and its capabilities please consult the vignette:

browseVignettes(package = "dirichletprocess")

Examples

Density Estimation

Dirichlet processes can be used for nonparametric density estimation.

faithfulTransformed <- faithful$waiting - mean(faithful$waiting)
faithfulTransformed <- faithfulTransformed/sd(faithful$waiting)
dp <- DirichletProcessGaussian(faithfulTransformed)
dp <- Fit(dp, 100, progressBar = FALSE)
plot(dp)

Clustering

Dirichlet processes can also be used to cluster data based on their common distribution parameters.

faithfulTrans <- scale(faithful)
dpCluster <-  DirichletProcessMvnormal(faithfulTrans)
dpCluster <- Fit(dpCluster, 2000, progressBar = FALSE)
plot(dpCluster)

For more detailed explanations and examples see the vignette.

Tutorials

I’ve written a number of tutorials:

• Non parametric priors
• Calculating cluster probabilities
• Clustering
• Point processes
• Custom mixtures
• Density estimation
• Checking convergence

and some case studies:

• State of the Market - Infinite State Hidden Markov Models
• Palmer Penguins and an Introduction to Dirichlet Processes

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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