mixglasso_init: mixglasso_init

Description Usage Arguments Details Value Author(s)

View source: R/mixglasso.R

Description

mixglasso_init (initialization and lambda set by user)

Usage

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mixglasso_init(x, n.comp, lambda, u.init, mix.prob.init, gamma = 0.5,
  pen = "glasso.parcor", penalize.diagonal = FALSE, term = 10^{    
  -3 }, miniter = 5, maxiter = 1000, min.compsize = 5,
  show.trace = FALSE)

Arguments

x

Input data matrix

n.comp

Number of mixture components

lambda

Regularization parameter

u.init

Initial responsibilities

mix.prob.init

Initial component probablities

gamma

Determines form of penalty

pen

Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor

penalize.diagonal

Should the diagonal of the inverse covariance matrix be penalized ? Default=FALSE (recommended)

term

Termination criterion of EM algorithm. Default=10^-3

miniter

Minimal number of EM iteration before 'stop EM if any(compsize)<min.compsize' applies. Default=5

maxiter

Maximal number of EM iteration. Default=1000

min.compsize

Stop EM if any(compsize)<min.compsize; Default=5

show.trace

Should information during execution be printed ? Default=FALSE

Details

This function runs mixglasso; requires initialization (u.init,mix.prob.init)

Value

list consisting of

mix.prob

Component probabilities

Mu

Component specific mean vectors

Sig

Component specific covariance matrices

SigInv

Component specific inverse covariance matrices

iter

Number of EM iterations

loglik

Log-likelihood

bic

-loglik+log(n)*DF/2

mmdl

-loglik+penmmdl/2

u

Component responsibilities

comp

Component assignments

compsize

Size of components

pi.comps

Component probabilities

warn

Warnings during EM algorithm

Author(s)

n.stadler


nethet documentation built on Nov. 8, 2020, 6:54 p.m.