EMControl: Constructor function for objects of class EMControl

EMControlR Documentation

Constructor function for objects of class EMControl

Description

This function will create a control object of class EMControl containing the control parameters for the EM algorithm used in estimation of Gaussian mixtures by function Idtmclust.

Usage

  EMControl(nrep=0, maxiter=1000, convtol=0.01, protol=1e-3, seed=NULL, pertubfct=1, 
   k2max=1e6, MaxVarGRt=1e6)

Arguments

nrep

Number of replications (different randomly generated starting points) of the EM algorithm.

maxiter

Maximum number of iterations in each replication of the EM algorithm.

convtol

Numeric tolerance for testing the convergence of the EM algorithm. Convergence is assumed when the log-likelihood changes less than convtol.

protol

Numeric tolerance for the mixture proportions. Proportions below protol, considered to be zero, are not allowed.

seed

Starting value for random generator.

pertubfct

Perturbation factor used to control the degree similarity between the alternative randomly generated starting points of the EM algorithm. Increasing (decreasing) the value of pertubfct increases (decreases) the expected difference between the starting points generated.

k2max

Maximal allowed l2-norm condition number for correlation matrices. Solutions in which any component has correlation matrix with condition number above k2max, are considered to be spurious solutions and are eliminated from the EM search.

MaxVarGRt

Maximal allowed ratio of variances across components. Solutions in which any variable has a ratio between its maximal and minimal (across components) variances above MaxVarGRt, are considered to be spurious solutions and are eliminated from the EM search.

Value

An EMControl object

See Also

Idtmclust


MAINT.Data documentation built on April 4, 2023, 9:09 a.m.