weightedSestimator: weightedSestimator

In RMBC: Robust Model Based Clustering

Description

Computes the weighted location and scatter matrix estimators of the j-th mixture component , where the weights are calculated in the expectation-step.

Usage

weightedSestimator(
  Y,
  mu_init,
  sigma_init,
  max_iterFP = 1,
  weights,
  fixed_alpha
)

Arguments

Y	A matrix of size n x p.
mu_init	The previously computed center: an numerical array of length p.
sigma_init	The previously computed scatter matrix: an array of numeric values p x p
max_iterFP	the maximum number of fixed point iterations used for the algorithm, defaults to 1
weights	The weights that contain the probability membership of each observation (related to the overall mixture components)
fixed_alpha	the fixed alpha value for the corresponding mixture component

Value

A list including the estimated K centers and labels for the observations list(cov=matrixSigma,covAux1=covAux1,mu=muk,s=sk)

• cov:the computed weithted scatter matrix

• mu: the computed weithted center

• s: the weighted scale factor s.

RMBC documentation built on July 22, 2021, 9:07 a.m.