# GT.em: EM Algorithm In GroupTest: Multiple Testing Procedure for Grouped Hypotheses

## Description

This function estimates all the parameters using the EM algorithm. The iteration is termined when the sum of squared difference of the current updated values and the previous values of the parameters is less than DELTA. A list consisting of all the estimated values of the parameters is returned.

## Usage

 ```1 2``` ```GT.em(TestStatistic, pi1.ini, pi2.1.ini, L, muL.ini, sigmaL.ini, cL.ini, DELTA, sigma.KNOWN) ```

## Arguments

 `TestStatistic` An array of list. Each list of the array corresponds to one group, containing the test statistic, stored as X, and the group size, stored as mg. `L` The number of Gaussian component under the alternative hypothesis. `pi1.ini` Initial value: the probability that a group is significant. `pi2.1.ini` Initial value: the probability that an individual null hypothesis is false given that the group is significant. `muL.ini` Initial value: a vector of means for all the components of the Gaussian mixture. `sigmaL.ini` Initial value: a vector of standard deviation of all the components of the Gaussian mixture. `cL.ini` Initial value: a vector of the probability for all the components of the Gaussian mixture. `DELTA` The criteria to stop the EM algorithm. `sigma.KNOWN` The boolean variable, indicating whether the variance is known.

## Value

This function return a list, consisting of the estimated values of all the parameters. The variables within this list are shown as following:

 `pi1` estimated value of π_1, the proportion of a group being significant `pi2.1` estimated value of π_{2|1}, the proportion of a null hypothesis being false within a significant group. `muL` a vector of estimated means for all the components of the Gaussian mixture `sigmaL` a vector of estimated standard deviation of all the components of the Gaussian mixture `cL` a vector of the probability for all the components of the Gaussian mixture `L` the number of components in the Gaussian mixture

## Examples

 ```1 2 3 4``` ```data(GroupTest_simulate) em.estimate <- GT.em( GroupTest_simulate, L=2, pi1.ini=0.7, pi2.1.ini=0.4, muL.ini=c(-1,1), sigmaL.ini=c(1,2), cL.ini=c(0.4,0.6), DELTA=0.001, sigma.KNOWN=FALSE ) ```

GroupTest documentation built on May 30, 2017, 12:10 a.m.