EM algorithm starting with M-step for parameterized MVN mixture models
Implements the EM algorithm for MVN mixture models parameterized by eignevalue decomposition, starting with the maximization step.
me(data, modelName, z, prior = NULL, control = emControl(), Vinv = NULL, warn = NULL, ...)
data |
A numeric vector, matrix, or data frame of observations. Categorical variables are not allowed. If a matrix or data frame, rows correspond to observations and columns correspond to variables. |
modelName |
A character string indicating the model. The help file for
|
z |
A matrix whose |
prior |
Specification of a conjugate prior on the means and variances.
See the help file for |
control |
A list of control parameters for EM. The defaults are set by the call
|
Vinv |
If the model is to include a noise term, |
warn |
A logical value indicating whether or not certain warnings
(usually related to singularity) should be issued when the
estimation fails. The default is set in |
... |
Catches unused arguments in indirect or list calls via |
A list including the following components:
modelName |
A character string identifying the model (same as the input argument). |
n |
The number of observations in the data. |
d |
The dimension of the data. |
G |
The number of mixture components. |
z |
A matrix whose |
parameters |
|
loglik |
The log likelihood for the data in the mixture model. |
control |
The list of control parameters for EM used. |
prior |
The specification of a conjugate prior on the means and variances used,
|
Attributes: |
|
meE
, ...,
meVVV
,
em
,
mstep
,
estep
,
priorControl
,
mclustModelNames
,
mclustVariance
,
mclust.options
me(modelName = "VVV", data = iris[,-5], z = unmap(iris[,5]))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.