Variability assessment of Manly mixture model

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Description

Runs the variability assessment for a Manly mixture model.

Usage

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Manly.var(X, model = NULL)

Arguments

X

dataset matrix (n x p)

model

Manly mixture model

Details

Returns the estimated variance-covariance matrix for model parameter estimates.

See Also

Manly.EM

Examples

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set.seed(123)

#Use iris dataset
K <- 3; p <- 4
X <- as.matrix(iris[,-5])

#Use k-means clustering result 
#all skewness parameters set to be 0.1 as the initialization of the EM algorithm  
id.km <- kmeans(X, K)$cluster
la <- matrix(0.1, K, p)

#Run the EM algorithm with Manly mixture model
M.EM <- Manly.EM(X, id.km, la)
     
# Run the variability assessment
Manly.var(X, M.EM)