discriminant_beta: Discriminant function

In EMMIXSSL: Semi-Supervised Gaussian Mixture Model with a Missing-Data Mechanism

Discriminant function

Description

Discriminant function in the particular case of g=2 classes with an equal-covariance matrix

Usage

discriminant_beta(pi, mu, sigma)

Arguments

pi	A g-dimensional vector for the initial values of the mixing proportions.
mu	A p \times g matrix for the initial values of the location parameters.
sigma	A p\times p covariance matrix if ncov=1, or a list of g covariance matrices with dimension p\times p \times g if ncov=2.

Details

Discriminant function in the particular case of g=2 classes with an equal-covariance matrix can be expressed

d(y_i,β)=β_0+β_1 y_i,

where β_0=\log\frac{π_1}{π_2}-\frac{1}{2}\frac{μ_1^2-μ_2^2}{σ^2} and β_1=\frac{μ_1-μ_2}{σ^2}.

Value

beta0	An intercept of discriminant function
beta	A coefficient of discriminant function

EMMIXSSL documentation built on Oct. 18, 2022, 5:08 p.m.