DEM1 | R Documentation |
The DEM1 algorithm is a divide and conquer algorithm, which is used to solve the parameter estimation of multivariate Gaussian mixture model.
DEM1(y, M, seed, alpha0, mu0, sigma0, i, epsilon)
y |
is a data matrix |
M |
is the number of subsets |
seed |
is the recommended way to specify seeds |
alpha0 |
is the initial value of the mixing weight |
mu0 |
is the initial value of the mean |
sigma0 |
is the initial value of the covariance |
i |
is the number of iterations |
epsilon |
is the threshold value |
DEM1alpha,DEM1mu,DEM1sigma,DEM1time
library(mvtnorm) alpha1= c(rep(1/4,4)) mu1=matrix(0,nrow=4,ncol=4) for (k in 1:4){ mu1[4,]=c(runif(4,(k-1)*3,k*3)) } sigma1=list() for (k in 1:4){ sigma1[[k]]= diag(4)*0.1 } y= matrix(0,nrow=200,ncol=4) for(k in 1:4){ y[c(((k-1)*200/4+1):(k*200/4)),] = rmvnorm(200/4,mu1[k,],sigma1[[k]]) } M=5 seed=123 alpha0= alpha1 mu0=mu1 sigma0=sigma1 i=10 epsilon=0.005 DEM1(y,M,seed,alpha0,mu0,sigma0,i,epsilon)
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