knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )

```
library(MixMatrix)
```

The matrix variate *t* distribution was introduced in a previous vignette along
with an EM algorithm for maximum likelihood fitting of the parameters. This can
be extended rather easily to the case of mixture models for model-based
clustering.

As in the case of mixture modeling in general [@fraley2002model; @mclachlan2019finite], the difference in the EM algorithm is that one is now including estimates of $\pi_{j}$ for $j$ in $1,2, \ldots, g$, the estimated probabilities of group membership for the $g$ groups in each step and weights $\tau_{ij}$, weights for each observation $i$ and group $j$, where [\pi_j = \frac{1}{n}\sum_{i = 1}^n \tau_{ij}] and [ \tau_{ij} = \frac{\pi_j f(x_i, \Theta_j)}{\sum_{l=1}^g \pi_l f(x_i, \Theta_l)}]

The case of the matrix variate normal distribution can be seen in @viroliclass2011,
while the case of the multivariate *t* can be seen in @ANDREWS2011520.

The updates on the parameters $\Theta$ are weighted by $\tau_{ij}$ in an Expectation/Conditional Maximization algorithm.

The `matrixmixture()`

function fits unrestricted covariance matrices currently,
but future features will implement a `teigen`

type of covariance restriction capability for use with the $t$ distribution.
It can set means to be constant along rows or columns or both using the
`row.mean = TRUE`

and `col.mean = TRUE`

settings.

Currently, this can perform model fitting with unrestricted covariance matrices and
fixed degrees of freedom (`nu`

) parameter or for the matrix normal distribution.
It does not solve the identifiability problem, that is, that permutations of the
labels will yield identical solutions.

`matrixmixture`

functionThe function takes data array `x`

, either an argument `K`

for how many groups
there are or an initialization of a vector of probabilities `prior`

, an optional
initialization of centers and covariance matrices `init`

(if the covariances are
left blank, they will be initialized to identity matrices), and optional
arguments controlling the other parameters of function, such as number of
iterations and normal vs *t*. If `model = "t"`

is chosen, the degrees
of freedom `nu`

must be provided, but in the future it can be estimated.

library(MixMatrix) set.seed(20180221) A <- rmatrixt(30,mean=matrix(0,nrow=3,ncol=4), df = 10) # 3x4 matrices with mean 0 B <- rmatrixt(30,mean=matrix(1,nrow=3,ncol=4), df = 10) # 3x4 matrices with mean 2 C <- array(c(A,B), dim=c(3,4,60)) # combine into one array prior <- c(.5,.5) # equal probability prior # create an intialization object, starts at the true parameters init = list(centers = array(c(rep(0,12),rep(1,12)), dim = c(3,4,2)), U = array(c(diag(3), diag(3)), dim = c(3,3,2)), V = array(c(diag(4), diag(4)), dim = c(4,4,2)) ) # fit model res<-matrixmixture(C, init = init, prior = prior, nu = 10, model = "t", tolerance = 1e-2) print(res$centers) # the final centers print(res$pi) # the final mixing proportion logLik(res) AIC(logLik(res)) plot(res) # the log likelihood by iteration

The default method for determining convergence is based on Aitken acceleration of the log-likelihood. However, it can be set to stop based on changes in the log-likelihood instead.

The packages also provides a helper function `init_matrixmixture()`

to provide
the `init`

object for you. At present, it can either use the `kmeans()`

function on the vectorization of the input data to provide starting centers or
select random points. The `...`

arguments are passed to `kmeans()`

(so `nstart`

of other similar arguments can be set). If a
partially formed `init`

object is sent to the initializer, it will complete it.
However, it will not validate that, for instance, the covariance matrices are
valid. Partial supply of initial centers is also supported - that is, if
fewer centers than groups are provided, the remainder will be chosen by
whatever method selected.

init_matrixmixture(C, prior = c(.5,.5), centermethod = 'kmeans') init_matrixmixture(C, K = 2, centermethod = 'random')

```
sessionInfo()
```

labs = knitr::all_labels() labs = labs[!labs %in% c("setup", "toc", "getlabels", "allcode")]

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