FitMVN: Fit Multivariate Normal Distribution

In MGMM: Missingness Aware Gaussian Mixture Models

Fit Multivariate Normal Distribution

Description

Given a matrix of n x d-dimensional random vectors, possibly containing missing elements, estimates the mean and covariance of the best fitting multivariate normal distribution.

Usage

FitMVN(
  data,
  init_mean = NULL,
  fix_mean = FALSE,
  init_cov = NULL,
  maxit = 100,
  eps = 1e-06,
  report = TRUE
)

Arguments

data	Numeric data matrix.
init_mean	Optional initial mean vector.
fix_mean	Fix the mean to its starting value? Must initialize.
init_cov	Optional initial covariance matrix.
maxit	Maximum number of EM iterations.
eps	Minimum acceptable increment in the EM objective.
report	Report fitting progress?

Value

An object of class mvn.

MGMM documentation built on Sept. 30, 2023, 5:06 p.m.