EMsimulation: Simulation For Estimation

In EMSNM: EM Algorithm for Sigmoid Normal Model

Description

It simulates the experiments with given alpha, eta and sigma to verify the EMalgorithm

Usage

EMsimulation(eta, alpha, sigma, samplesize, expriments, 
             compact_flag = FALSE, C0 = 5, C1 = 2, C2 = 9)

Arguments

eta	the true value of eta
alpha	the true value of alpha
sigma	the true value of sigma
samplesize	the size of sample
expriments	the times of experiments
compact_flag	if the value of eta is limited in a compact set, set it TRUE
C0	the maximum of intercept of eta.
C1	the minimum of the norm of slope of eta
C2	the maximum of the norm of slope of eta

Value

alpha	alpha estimated in simulation.
eta	eta estimated in simulation.
sigma	sigma estimated in simulation.

Author(s)

Linsui Deng

Examples

#parameter initialization
etasize <- 2
classsize <- 2
alphasize <- 3
samplesize <- 100
expriments <- 30
  
etatest <- matrix(c(1,1,
                    0,0),etasize,classsize)

alphatest <- matrix(c(1,0,2,
                      4,3,5),alphasize,classsize)
sigmatest <- 0.5

#test of EMsimulation
EMsimulation_result <- EMsimulation(eta=etatest,alpha=alphatest,sigma=sigmatest,
                            samplesize=samplesize,expriments=expriments,
                            compact_flag=TRUE,C0=5,C1=0.5,C2=5)

EMSNM documentation built on May 2, 2019, 1:41 p.m.