High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclus

The R package bclust is useful for clustering high-dimensional continuous data. The package uses a parametric spike-and-slab Bayesian model to downweight the effect of noise variables and to quantify the importance of each variable in agglomerative clustering. We take advantage of the existence of closed-form marginal distributions to estimate the model hyper-parameters using empirical Bayes, thereby yielding a fully automatic method. We discuss computational problems arising in implementation of the procedure and illustrate the usefulness of the package through examples.


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Journal Of Statistical Software, 47, 1-22
Year:
2012
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 Record created 2012-06-01, last modified 2018-09-13

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