m.step {mixture}R Documentation

M-Step

Description

Carries out the M-step for EM algorithm

Usage

m.step(data=NULL, covtype=NULL, w=NULL, D=NULL, mtol=NULL, mmax=NULL)

Arguments

data

A matrix or data frame such that rows correspond to observations and columns correspond to variables. Note that this function currently only works with multivariate data p > 1.

covtype

A three letter sequence indicating the covariance structure.

w

A nxG matrix of weights.

D

An initial value for D. If NULL then the identity matrix is used.

mtol

The convergence criteria for the m.step if an iterative procedure is necessary.

mmax

The maximum number of iterations for an iterative procedure.

Details

Carries out the M-step for EM algorithm

Value

A list of the model parameters with the mu, sigma, invsigma and logdet for each group.

Examples

data("x2")
u0 = runif(nrow(x2))
m.step(data=x2, covtype="VVV", w=cbind(u0,1-u0), D=NULL, mtol=1e-8, mmax=10)

[Package mixture version 1.5 Index]