%
%  Copyright (C) 2004-2005 Friedrich Leisch
%  $Id: stepFlexmix.Rd 3364 2007-03-08 01:28:57Z leisch $
%
\name{stepFlexmix}
\alias{stepFlexmix}
\alias{stepFlexmix-class}
\alias{plot,stepFlexmix,missing-method}
\alias{show,stepFlexmix-method}
\alias{getModel,stepFlexmix-method}
\alias{unique,stepFlexmix-method}
\title{Run FlexMix Repeatedly}
\description{
  Runs flexmix repeatedly for different numbers of components and return
  the maximum likelihood solution for each.}
}
\usage{
stepFlexmix(..., k=NULL, nrep=3, verbose=TRUE, drop=TRUE, unique=FALSE)

\S4method{plot}{stepFlexmix,missing}(x, y, what=c("AIC", "BIC", "ICL"),
  xlab=NULL, ylab=NULL, legend="topright", ...)

\S4method{getModel}{stepFlexmix}(object, which="BIC")

\S4method{unique}{stepFlexmix}(object, ...)
}
\arguments{
  \item{\dots}{passed to \code{\link{flexmix}} (or \code{\link{matplot}}
    in the \code{plot} method).}
  \item{k}{A vector of integers passed in turn to the \code{k} argument
    of \code{\link{flexmix}}}
  \item{nrep}{For each value of \code{k} run \code{\link{flexmix}}
    \code{nrep} times and keep only the solution with maximum
    likelihood.}
  \item{verbose}{If \code{TRUE}, show progress information during
    computations.}
  \item{drop}{If \code{TRUE} and \code{k} is of length 1, then a single
    flexmix object is returned instead of a \code{"stepFlexmix"}
    object.}
  \item{unique}{If \code{TRUE}, then \code{unique()} is called on the
    result, see below.}

  \item{x, object}{an object of class \code{"stepFlexmix"}}
  \item{y}{not used}
  \item{what}{Character vector naming information criteria to
    plot. Functions of the same name must exist, which take a
    \code{stepFlexmix} object as input and return a numeric vector like
    \code{AIC,stepFlexmix-method} (see examples below).}
  \item{xlab,ylab}{Graphical parameters.}
  \item{legend}{If not \code{FALSE} and \code{what} contains more
    than 1 element, a legend is placed at the specified location, see
    \code{\link{legend}} for details.}
  \item{which}{Number of model to get. If character, interpreted as
    number of components or name of an information criterion.}
}
\value{
  An object of class \code{"stepFlexmix"} containing the best models
  with respect to the log likelihood for the different number of
  components in a slot if \code{length(k)>1}, else directly an object of
  class \code{"flexmix"}.

  If \code{unique=FALSE}, then the resulting object contains one
  model per element of \code{k} (which is the numer of clusters the EM
  algorithm started with). If \code{unique=TRUE}, then the result
  is resorted according to the number of clusters contained in the
  fitted models (which may be less than the number with which the EM
  algorithm started), and only the maximum likelihood solution for each
  number of fitted clusters is kept. This operation can also be done
  manually by calling \code{unique()} on objects of class
  \code{"stepFlexmix"}. 
}
\author{Friedrich Leisch}
\references{
  Friedrich Leisch. FlexMix: A general framework for finite mixture
  models and latent class regression kin R. Journal of Statistical
  Software, 11(8), 2004. http://www.jstatsoft.org/v11/i08/
}
\examples{
data("Nclus")
set.seed(511)

## try 5 times for k=4
ex1 <- stepFlexmix(Nclus~1, k=4, model=FLXMCmvnorm(diag=FALSE), nrep=3)
ex1

## now 3 times each for k=2:6, specify control parameter
ex2 <- stepFlexmix(Nclus~1, k=2:6, model=FLXMCmvnorm(diag=FALSE),
                   control=list(minprior=0), nrep=3)
ex2
plot(ex2)

## get BIC values
BIC(ex2)

## get smallest model
getModel(ex2, which=1)

## get model with 3 components
getModel(ex2, which="3")

## get model with smallest ICL (here same as for AIC and BIC: true k=4)
getModel(ex2, which="ICL")

## now 1 time each for k=2:6, with larger minimum prior
ex3 <- stepFlexmix(Nclus~1, k=2:6, model=FLXMCmvnorm(diag=FALSE),
                   control=list(minprior=0.1), nrep=1)
ex3

## keep only maximum likelihood solution for each unique number of
## fitted clusters:
unique(ex3)
}
\keyword{cluster}
\keyword{regression}