m.step {mixture} | R Documentation |
Carries out the M-step for EM algorithm
m.step(data=NULL, covtype=NULL, w=NULL, D=NULL, mtol=NULL, mmax=NULL)
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 |
mtol |
The convergence criteria for the m.step if an iterative procedure is necessary. |
mmax |
The maximum number of iterations for an iterative procedure. |
Carries out the M-step for EM algorithm
A list of the model parameters with the mu
, sigma
, invsigma
and logdet
for each group.
data("x2") u0 = runif(nrow(x2)) m.step(data=x2, covtype="VVV", w=cbind(u0,1-u0), D=NULL, mtol=1e-8, mmax=10)