Description Usage Arguments Details Value Author(s)
mixglasso_init (initialization and lambda set by user)
1 2 3 4 | 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)
|
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 |
This function runs mixglasso; requires initialization (u.init,mix.prob.init)
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 |
n.stadler
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