First M-step of the AECM algorithm when fitting a mixture of PPCA models.

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Description

Internal function required for fitting a mixture of PPCA models.

Usage

1
mstep1(Y, Tau, Pi, mu, g)

Arguments

Y

A N x p data matrix.

Tau

An N x G matrix of posterior group membership probabilities.

Pi

A g vector of group probabilities.

mu

A p x g matrix containing the mean for each group.

g

The number of groups currently being fitted.

Details

First M-step of the AECM algorithm when fitting a mixture of PPCA models. An internal function.

Value

A list containing

Pi

A g vector of group probabilities

Mu

A p x g matrix each column of which contains a group mean.

Note

An internal function.

Author(s)

Nyamundanda Gift, Isobel Claire Gormley and Lorraine Brennan

References

Nyamundanda, G., Gormley, I.C. and Brennan, L. (2010) Probabilistic principal components analysis for metabolomic data. Technical report. University College Dublin, Ireland.

See Also

mppca.metabol

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