IMSL_K_MEANS

Syntax | Return Value | Arguments | Keywords | Discussion | Example | Errors | Version History

The IMSL_K_MEANS function performs a K-means (centroid) cluster analysis.

Note
This routine requires an IDL Advanced Math and Stats license. For more information, contact your ITT Visual Information Solutions sales or technical support representative.

Syntax

Result = IMSL_K_MEANS(x, seeds [, COUNTS_CLUSTER=variable]
[, /DOUBLE] [, FREQUENCIES=array] [, ITMAX=value] [, MEANS_CLUSTER=variable] [, SSQ_CLUSTER=variable] [, VAR_COLUMNS=array] [, WEIGHTS=array] )

Return Value

The cluster membership for each observation is returned.

Arguments

seeds

Two-dimensional array containing the cluster seeds, i.e., estimates for the cluster centers. The seed value for the j-th variable of the i-th seed should be in seeds (i, j).

x

Two-dimensional array containing observations to be clustered. The data value for the i-th observation of the j-th variable should be in x(i, j).

Keywords

COUNTS_CLUSTER

Named variable into which an array containing the number of observations in each cluster is stored.

DOUBLE

If present and nonzero, double precision is used.

FREQUENCIES

One-dimensional array containing the frequency of each observation of matrix x. Default: Frequencies(*) = 1

ITMAX

Maximum number of iterations. Default: Itmax = 30

MEANS_CLUSTER

Named variable into which a two-dimensional array containing the cluster means is stored.

SSQ_CLUSTER

Named variable into which a one-dimensional array containing the within sum-of-squares for each cluster is stored.

VAR_COLUMNS

One-dimensional array containing the columns of x to be used in computing the metric. Columns are numbered 0, 1, 2, ..., N_ELEMENTS(x(0, *)). Default: Vars_Columns(*) = 0, 1, 2, ..., N_ELEMENTS(x(0, *)) – 1

WEIGHTS

One-dimensional array containing the weight of each observation of matrix x. Default: Weights(*) = 1

Discussion

The IMSL_K_MEANS function is an implementation of Algorithm AS 136 by Hartigan and Wong (1979). This function computes K-means (centroid) Euclidean metric clusters for an input matrix starting with initial estimates of the K-cluster means. The IMSL_K_MEANS function allows for missing values coded as NaN (Not a Number) and for weights and frequencies.

Let p = N_ELEMENTS(x (0, *)) be the number of variables to be used in computing the Euclidean distance between observations. The idea in K-means cluster analysis is to find a clustering (or grouping) of the observations so as to minimize the total within-cluster sums-of-squares. In this case, the total sums-of-squares within each cluster is computed as the sum of the centered sum-of-squares over all non-missing values of each variable. That is:

IMSL_K_MEANS-01.jpg

where νim denotes the row index of the m-th observation in the i-th cluster in the matrix X; ni is the number of rows of X assigned to group i; f denotes the frequency of the observation; w denotes its weight; ξ is 0 if the j-th variable on observation νim is missing, otherwise ξ is 1; and:

IMSL_K_MEANS-02.jpg

is the average of the non-missing observations for variable j in group i. This method sequentially processes each observation and reassigns it to another cluster if doing so results in a decrease of the total within-cluster sums-of-squares. See Hartigan and Wong (1979) or Hartigan (1975) for details.

Example

This example performs K-means cluster analysis on Fisher's iris data, which is obtained by IMSL_STATDATA. The initial cluster seed for each iris type is an observation known to be in the iris type.

seeds = MAKE_ARRAY(3,4) 
x = IMSL_STATDATA(3) 
seeds(0, *) = x(0, 1:4) 
seeds(1, *) = x(50, 1:4) 
seeds(2, *) = x(100, 1:4) 
; Use Columns 1, 2, 3, and 4 of data matrix x, only. 
cluster_group = IMSL_K_MEANS(x(*, 1:4), seeds, $ 
   Means_Cluster = means_cluster, Ssq_Cluster	= ssq_cluster, $ 
   Counts_Cluster = counts_cluster) 
FORMAT = '(a, 10i4)' 
FOR i = 0, 140, 10 DO BEGIN &$ 
   PRINT, 'observation: ',i + INDGEN(10)+1, $ 
   FORMAT = format &$ 
   PRINT, 'cluster: ', cluster_group(i:i+9), $ 
   FORMAT = format &$ 
   PRINT &$ 
END 
; Print cluster membership in groups of 10. 
 
observation:  1   2   3   4   5   6   7   8   9  10 
   cluster    : 1   1   1   1   1   1   1   1   1   1 
observation: 11  12  13  14   15  16  17   18  19  20 
   cluster    : 1   1   1   1   1   1   1   1   1   1 
observation: 21  22  23  24   25  26  27   28  29  30 
   cluster    : 1   1   1   1   1   1   1   1   1   1 
observation: 31  32  33  34   35  36  37   38  39  40 
   cluster    : 1   1   1   1   1   1   1   1   1   1 
observation: 41  42  43  44   45  46  47   48  49  50 
   cluster    : 1   1   1   1   1   1   1   1   1   1 
observation: 51  52  53  54   55  56  57   58  59  60 
   cluster    : 2   2   3   2   2   2   2   2   2   2 
observation: 61  62  63  64   65  66  67   68  69  70 
   cluster    : 2   2   2   2   2   2   2   2   2   2 
observation: 71  72  73  74   75  76  77   78  79  80 
   cluster    : 2   2   2   2   2   2   2   3   2   2 
observation: 81  82  83  84   85  86  87   88  89  90 
   cluster    : 2   2   2   2   2   2   2   2   2   2 
observation: 91  92  93  94   95  96  97   98  99 100 
   cluster    : 2   2   2   2   2   2   2   2   2   2 
observation: 101 102 103 104  105 106 107  108 109 110 
   cluster    : 3   2   3   3   3   3   2   3   3   3 
observation: 111 112 113 114  115 116 117  118 119 120 
   cluster    : 3   3   3   2   2   3   3   3   3   2 
observation: 121 122 123 124  125 126 127  128 129 130 
   cluster    : 3   2   3   2   3   3   2   2   3   3 
observation: 131 132 133 134  135 136 137  138 139 140 
   cluster    : 3   3   3   2   3   3   3   3   2   3 
observation: 141 142 143 144  145 146 147  148 149 150 
   cluster    : 3   3   2   3   3   3   2   3   3   2 
 
PM, [[INDGEN(3) + 1],[means_cluster]], Title = 'Cluster Means:',$ 
   FORMAT = '(i3, 5x, 4f8.4)' 
 
Cluster Means: 
   1       5.0060  3.4280  1.4620  0.2460 
   2       5.9016  2.7484  4.3935  1.4339 
   3       6.8500  3.0737  5.7421  2.0711 
 
PM, [[INDGEN(3) + 1],[ssq_cluster]], $ 
   Title = 'Cluster Sums of Squares:', FORMAT = '(i3, 5x, f8.4)' 
 
Cluster Sums of Squares: 
   1      15.1510 
   2      39.8210  
   3      23.8795 
 
PM, [[INDGEN(3) + 1],[counts_cluster]], Title = $ 
   'Number of Observations per Cluster:' 
 
Number of Observations per Cluster: 
   1          50 
   2          62 
   3          38 

Errors

Warning Errors

STAT_NO_CONVERGENCE—Convergence did not occur.

Version History

6.4

Introduced