mix_matrix | R Documentation |
Estimate mixture covariance matrix from within-group covariance matrices
mix_matrix( sigma_list, mu_mat, p_vec, N = Inf, group_names = NULL, var_names = NULL )
sigma_list |
List of covariance matrices. |
mu_mat |
Matrix of mean parameters, with groups on the rows and variables on the columns. |
p_vec |
Vector of proportion of cases in each group. |
N |
Optional total sample size across all groups (used to compute unbiased covariance estimates). |
group_names |
Optional vector of group names. |
var_names |
Optional vector of variable names. |
List of mixture covariances and means.
out <- unmix_matrix(sigma_mat = reshape_vec2mat(.5, order = 2), mu_mat = rbind(c(0, 0), c(.5, 1)), p_vec = c(.3, .7), N = 100) mix_matrix(sigma_list = out$cov_group_unbiased, mu_mat = out$means_raw[-3,], p_vec = out$p_group, N = out$N)
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