fit-MPHstar-method: Fit method for mph class

In matrixdist: Statistics for Matrix Distributions

Fit method for mph class

Description

Fit method for mph class

Usage

## S4 method for signature 'MPHstar'
fit(
  x,
  y,
  weight = numeric(0),
  stepsEM = 1000,
  uni_epsilon = 1e-04,
  zero_tol = 1e-04,
  every = 100,
  plot = F,
  r = 1,
  replace = F
)

Arguments

x	An object of class MPHstar.
y	A matrix of marginal data.
weight	A matrix of marginal weights.
stepsEM	The number of EM steps to be performed, defaults to 1000.
uni_epsilon	The epsilon parameter for the uniformization method, defaults to 1e-4.
zero_tol	The smallest value that a reward can take (to avoid numerical instability), defaults to 1e-4.
every	The number of iterations between likelihood display updates. The originating distribution is used, given that there is no explicit density.
plot	Boolean that determines if the plot of the loglikelihood evolution is plotted, defaults to False.
r	The sub-sampling proportion for stochastic EM, defaults to 1.
replace	Boolean that determines if sub-sampling is done with replacement or not, defaults to False.

Value

An object of class MPHstar.

Examples

set.seed(123)
obj <- MPHstar(structure = "general")
data <- sim(obj, 100)
fit(obj, data, stepsEM = 20)

matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.