GaussianMixtures: Construct a poset of gaussian mixture models.

In sBIC: Computing the Singular BIC for Multiple Models

Description

Creates an object representing a collection of gaussian mixture models. There is one model for each fixed number of components from 1 to some specified maximum. In particular each model is identified by a single number specifiying the number of components in the model. Models are naturally ordered by inclusion so that, for example, a model with 2 components comes before a model with 3 or more components.

Usage

GaussianMixtures(maxNumComponents = 1, dim = 1,
                 phi = "default", restarts = 50)

Arguments

maxNumComponents	the maximum number of gaussian components to consider in a mixture.
dim	the ambient dimension in which the gaussian mixtures reside. Default is 1, corresponding to gaussian mixtures on the real line.
phi	parameter controlling the strength of the sBIC penalty.
restarts	the number of random restarts to perform when computing the MLE.

Value

An object representing the collection.

sBIC documentation built on May 2, 2019, 4:16 a.m.