update_mixture: Update the mixture probabilities for each individual and each...

In MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean

Update the mixture probabilities for each individual and each cluster

Description

Update the mixture probabilities for each individual and each cluster

Usage

update_mixture(db, mean_k, cov_k, hp, kern, prop_mixture, pen_diag)

Arguments

db	A tibble or data frame. Columns required: ID, Input, Output. Additional columns for covariates can be specified.
mean_k	A list of the K hyper-posterior mean parameters.
cov_k	A list of the K hyper-posterior covariance matrices.
hp	A named vector, tibble or data frame of hyper-parameters associated with kern, the individual process' kernel. The columns/elements should be named according to the hyper-parameters that are used in kern.
kern	A kernel function, defining the covariance structure of the individual GPs.
prop_mixture	A tibble containing the hyper-parameters associated with each individual, indicating in which cluster it belongs.
pen_diag	A number. A jitter term, added on the diagonal to prevent numerical issues when inverting nearly singular matrices.

Value

Compute the hyper-posterior multinomial distributions by updating mixture probabilities.

Examples

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MagmaClustR documentation built on June 29, 2024, 1:06 a.m.