Convert mixture component covariances to decomposition form.
Converts a set of covariance matrices from representation as a 3-D array to a parameterization by eigenvalue decomposition.
sigma2decomp(sigma, G = NULL, tol = sqrt(.Machine$double.eps), ...)
sigma |
Either a 3-D array whose [,,k]th component is the covariance matrix for the kth component in an MVN mixture model, or a single covariance matrix in the case that all components have the same covariance. |
G |
The number of components in the mixture. When
|
tol |
Tolerance for determining whether or not the covariances have equal volume,
shape, and or orientation. The default is the square root of the relative
machine precision, |
... |
Catches unused arguments from an indirect or list call via |
The covariance matrices for the mixture components in decomposition form, including the following components:
modelName |
A character string indicating the infered model. The help file for
|
d |
The dimension of the data. |
G |
The number of components in the mixture model. |
scale |
Either a G-vector giving the scale of the covariance (the dth root of its determinant) for each component in the mixture model, or a single numeric value if the scale is the same for each component. |
shape |
Either a G by d matrix in which the kth column is the shape of the covariance matrix (normalized to have determinant 1) for the kth component, or a d-vector giving a common shape for all components. |
orientation |
Either a d by d by G array whose
|
meEst <- meEEE(iris[,-5], unmap(iris[,5])) names(meEst$parameters$variance) meEst$parameters$variance$Sigma sigma2decomp(meEst$parameters$variance$Sigma, G = length(unique(iris[,5])))
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