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https://github.com/aebilgrau/gmcm

Unsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models
https://github.com/aebilgrau/gmcm

clustering cran gaussian-mixture-models meta-analysis r rank unsupervised-cluster-analysis

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Unsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models

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GMCM

----

### Fast estimation of Gaussian Mixture Copula Models



The [**GMCM** package](https://cran.r-project.org/package=GMCM) 

([Bilgrau et. al., 2016](https://www.jstatsoft.org/article/view/v070i02))

offers R functions that very fast perform high-dimensional meta-analysis 

[(Li et. al., 2011)](http://arxiv.org/pdf/1110.4705.pdf) 

and general unsupervised cluster analysis 

[(Tewari et. al., 2011)](http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6137392) 

using Gaussian Copula Mixture Models. 

Online documentation is available [here.](http://AEBilgrau.github.io/GMCM)



Gaussian copula mixture models (GMCMs) are a very flexible alternative to regular Gaussian mixture models (GMMs) in unsupervised cluster analysis of continuous data where non-normal clusters are present. 

GMCMs models the *ranks* of the observed data and are thus invariant to monotone increasing transformations of the data, i.e. they are semi-parametric and only the ordering of the data is important providing needed flexibility. 

A special-case of GMCMs can be used for a novel meta-analysis approach in high-dimensional settings. 

In this context, the model tries to cluster results into two groups which agree and do not agree on statistical evidence. These two groups corresponds to a reproducible and irreproducible group.



The optimization of the complicated likelihood function is difficult, however. 

**GMCM** utilizes 

[**Rcpp**](https://github.com/RcppCore/Rcpp) 

and 

[**RcppArmadillo**](https://github.com/RcppCore/RcppArmadillo) 

to evaluate the likelihood function quickly and arrive at a parameter estimate using either standard numerical optimization routines or an pseudo EM algorithm.



Additional information, documentation, help, and examples can be found by [here](https://aebilgrau.github.io/GMCM

) or by running `?GMCM` in **R**. 

The paper[1] is also found as a vignette by `vignette("GMCM-JStatSoft")`  or [the official website online.](https://www.jstatsoft.org/article/view/v070i02).

The core user functions of **GMCM** are `fit.full.GMCM` and `fit.meta.GMCM`.



## Installation



The released and tested version of **GMCM** is available at

[CRAN](https://cran.r-project.org/package=GMCM) 

(Comprehensive R Archive Network).

It can be installed from within R by running 



```R

install.packages("GMCM")

```



If you wish to install the latest version of **GMCM** directly from the master branch at GitHub, run 



```R

#install.packages("remotes")  # Install remotes if needed

remotes::install_github("AEBilgrau/GMCM")

```



Note, that this version is in development and is likely different from the version at CRAN. 

As such, it may be unstable. Be sure that you have the 

[package development prerequisites](https://support.rstudio.com/hc/en-us/articles/200486498-Package-Development-Prerequisites) 

if you wish to install the package from the source.



When installed, run `GMCM::runGMCM()` to launch a local instance of the GMCM shiny application also available [online at shinyapps.io](https://gmcm.shinyapps.io/GMCM/).

Run `news(package = "GMCM")` to view the latest changes of GMCM or visit [here](http://AEBilgrau.github.io/GMCM/news).



For previous versions of **GMCM**, visit the old [releases at GitHub](https://github.com/AEBilgrau/GMCM/releases) or the [archive at CRAN.](https://cran.r-project.org/src/contrib/Archive/GMCM/)



## Usage

As noted above, the usage of GMCM comes in two different applications; one general and one special.



#### Special GMCMs

An example of using the package to fit special GMCMs for meta analysis of is described here `vignette("usage-example-special-model")`. This model is a specific special case of the general GMCMs. 



#### General GMCMs

An example of unsupervised clustering using the package is found with `vignette("usage-example-general-model")` for general purposes. 



#### Shiny

The package also provides a graphical user interface via Shiny for both its uses. See

`vignette("usage-shiny-graphical-interface")`.



## References



  1. Anders Ellern Bilgrau, Poul Svante Eriksen, Jakob Gulddahl Rasmussen, Hans 

     Erik Johnsen, Karen Dybkaer, Martin Boegsted (2016). **GMCM: Unsupervised 

     Clustering and Meta-Analysis Using Gaussian Mixture Copula Models.** 

     Journal of Statistical Software, 70(2), 1-23. [doi:10.18637/jss.v070.i02](http://doi.org/10.18637/jss.v070.i02)



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