Description Usage Arguments Details Value References See Also Examples
Computes maximum likelihood estimators (MLE) for finite mixtures of multivariate t (FM-MT) model via the EM algorithm.
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object, x |
an object class of class |
g |
a scalar specifying the number of components in the mixture model |
dat |
the data matrix giving the coordinates of the point(s) where the density is evaluated.
This is either a vector of length |
initial |
(optional) a list containing the initial parameters of the mixture model.
See the 'Details' section. The default is |
known |
(optional) a list containing parameters of the mixture model that are known
and not required to be estimated. See the 'Details' section. The default is |
itmax |
(optional) a positive integer specifying the maximum number of EM iterations
to perform. The default is |
eps |
(optional) a numeric value used to control the termination criteria for the EM loops.
It is the maximum tolerance for the absolute difference between the log-likelihood value
and the asymptotic log likelihood value. The default is |
nkmeans |
(optional) a numeric value indicating how many k-means trials to be used
when searching for initial values. The default is |
print |
(optional) a logical value. If |
... |
not used. |
The arguments init
and known
, if specified, is a list structure containing
at least one of mu
, sigma
, delta
, dof
, pro
(See dfmmst
for the structure of each of these elements).
If init=FALSE
(default), the program uses an automatic approach based on
k-means clustering to generate an initial value for the model parameters.
mu |
a list of |
sigma |
a list of |
dof |
a numeric vector of length |
pro |
a vector of length of |
tau |
an |
clusters |
a vector of length n of final partition. |
loglik |
the final log likelihood value. |
lk |
a vector of log likelihood values at each EM iteration. |
iter |
number of iterations performed. |
eps |
the final absolute difference between the log likelihood value and the asymptotic log likelihood value. |
aic, bic |
Akaike Information Criterion (AIC), Bayes Information Criterion (BIC) |
McLachlan G.J. and Krishnan T. (2008). The EM Algorithm and Extensions (2nd). New Jersey: Wiley.
McLachlan G.J. and Peel D. (2000). Finite Mixture Models. New York: Wiley.
rfmmst
, dfmmst
, fmmst.contour.2d
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