compute_sufficient_statistics_given_mu: Compute sufficient statistics given mu

In fabMix: Overfitting Bayesian Mixtures of Factor Analyzers with Parsimonious Covariance and Unknown Number of Components

Description

Compute sufficient statistics given y, z and μ.

Usage

compute_sufficient_statistics_given_mu(y, z, K, x_data,mu)

Arguments

y	n\times q matrix of factors
z	Allocation vector
K	Number of components
x_data	n\times p matrix with observed data
mu	K\times p matrix with marignal means per component

Value

A list with six entries of sufficient statistics.

cluster_size	Integer vector of length K
sx	K\times p array
sy	K\times q array
sxx	Not used
syy	K\times q \times q array
sxy	K\times p \times q array

Author(s)

Panagiotis Papastamoulis

Examples

        data(waveDataset1500)
        x_data <- as.matrix(waveDataset1500[ 1:20, -1]) # data
        z <-  waveDataset1500[ 1:20, 1] # class
        p <- dim(x_data)[2]
        n <- dim(x_data)[1]
        q <- 2
        K <- length(table(z))           # 3 classes
        # give some arbitrary values to the parameters:
        set.seed(1)
        mu <- array( runif(K * p), dim = c(K,p) )
	y <- array(rnorm(n = q*n), dim = c(n,q))
	# compute sufficient stats 
	suf_stat <- compute_sufficient_statistics_given_mu(y = y, 
	 z = z, K = K, x_data = x_data, mu = mu)

fabMix documentation built on Feb. 20, 2020, 1:09 a.m.