---
title: "Matrix Variate Mixture Models with the t distribution"
author: "Geoffrey Thompson"
date: "`r Sys.Date()`"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteIndexEntry{Mixture Models}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
bibliography: mixture.bib
link-citations: yes
---

```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
```

```{r setup}
library(MixMatrix)
```
## Matrix Variate Mixture Modeling with the $t$ Distribution

The matrix variate *t* distribution was introduced in a previous vignette along 
with an EM algorithm for maximum likelihood fitting of the parameters. This can
be extended rather easily to the case of mixture models for model-based 
clustering.

As in the case of mixture modeling in general [@fraley2002model; @mclachlan2019finite], 
the difference in the EM algorithm
is that one is now including estimates of $\pi_{j}$ for $j$ in  $1,2, \ldots, g$, 
the estimated probabilities of group membership for the $g$ groups in each step
and weights $\tau_{ij}$, weights for each observation $i$ and group $j$, where
\[\pi_j = \frac{1}{n}\sum_{i = 1}^n \tau_{ij}\] and 
\[ \tau_{ij} = \frac{\pi_j f(x_i, \Theta_j)}{\sum_{l=1}^g \pi_l f(x_i, \Theta_l)}\]

The case of the matrix variate normal distribution can be seen in @viroliclass2011,
while the case of the multivariate *t* can be seen in @ANDREWS2011520.

The updates on the parameters $\Theta$ are weighted by $\tau_{ij}$ in an 
Expectation/Conditional Maximization algorithm.

## Usage

The `matrixmixture()` function fits unrestricted covariance matrices currently,
but future features will implement a [`teigen`](https://cran.r-project.org/package=teigen) 
type of covariance restriction capability for use with the $t$ distribution.
It can set means to be constant along rows or columns or both using the 
`row.mean = TRUE` and `col.mean = TRUE` settings.

Currently, this can perform model fitting with unrestricted covariance matrices and 
fixed degrees of freedom (`nu`) parameter or for the matrix normal distribution. 
It does not solve the identifiability problem, that is, that permutations of the 
labels will yield identical solutions.

### `matrixmixture` function

The function takes data array `x`, either an argument `K` for how many groups
there are or an initialization of a vector of probabilities `prior`, an optional
initialization of centers and covariance matrices `init` (if the covariances are
left blank, they will be initialized to identity matrices), and optional 
arguments controlling the other parameters of function, such as number of 
iterations and normal vs *t*. If `model = "t"` is chosen, the degrees
of freedom `nu` must be provided, but in the future it can be estimated.

```{r demo}
library(MixMatrix)
 set.seed(20180221)
 A <- rmatrixt(30,mean=matrix(0,nrow=3,ncol=4), df = 10) # 3x4 matrices with mean 0
 B <- rmatrixt(30,mean=matrix(1,nrow=3,ncol=4), df = 10) # 3x4 matrices with mean 2
 C <- array(c(A,B), dim=c(3,4,60)) # combine into one array
 prior <- c(.5,.5) # equal probability prior
 # create an intialization object, starts at the true parameters
 init = list(centers = array(c(rep(0,12),rep(1,12)), dim = c(3,4,2)),
              U = array(c(diag(3), diag(3)), dim = c(3,3,2)),
              V = array(c(diag(4), diag(4)), dim = c(4,4,2))
             )
 # fit model
 res<-matrixmixture(C, init = init, prior = prior, nu = 10,
                    model = "t", tolerance = 1e-2)
 print(res$centers) # the final centers
 print(res$pi) # the final mixing proportion
 logLik(res)
 AIC(logLik(res))
 plot(res) # the log likelihood by iteration

```

The default method for determining convergence is based on Aitken acceleration of the
log-likelihood. However, it can be set to stop based on changes in the log-likelihood
instead.

### Initialization function

The packages also provides a helper function `init_matrixmixture()` to provide 
the `init` object for you. At present, it can either use the `kmeans()` 
function on the vectorization of the input data to provide starting centers or 
select random points. The `...` arguments are passed to `kmeans()` (so `nstart`
of other similar arguments can be set). If a 
partially formed `init` object is sent to the initializer, it will complete it.
However, it will not validate that, for instance, the covariance matrices are 
valid. Partial supply of initial centers is also supported - that is, if 
fewer centers than groups are provided, the remainder will be chosen by 
whatever method selected.

```{r initializer}

init_matrixmixture(C, prior = c(.5,.5), centermethod = 'kmeans')

init_matrixmixture(C, K = 2, centermethod = 'random')

```




## Session Information

```{r final}
sessionInfo()

```


## All the code for easy copying

```{r getlabels, echo = FALSE} 
labs = knitr::all_labels()
labs = labs[!labs %in% c("setup", "toc", "getlabels", "allcode")]
```
```{r allcode, ref.label = labs, eval = FALSE} 

```

## References
