Aitken: Aitken Acceleration

Description Usage Arguments Details Value References See Also Examples

View source: R/Aitken.R

Description

Calculates the Aitken acceleration estimate of the final converged maximized log-likelihood.

Usage

1
Aitken(ll)

Arguments

ll

A vector of three consecutive log-likelihood values

Details

The final converged maximized log-likelihood can be used to determine convergence, i.e., for use in determining convergence of the EM algorithm. It can be used alongside other functions in the upclass package to decide whether or not the log-likelihood has converged.

Value

The return value as a list with the following components:

ll

The most current estimate for the log-likelihood

linf

An estimate of the final converged maximized log-likelihood

a

The Aitken acceleration value where 0 <= a <= 1

References

Boehning, D., Dietz, E., Schaub, R., Schlattmann, and Lindsay, B. (1994, June). The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family. Annals of the Institute of Statistical Mathematics 46 (2), 373-388.

See Also

upclassifymodel, noupclassifymodel.

Examples

1
2
ll<-c(-261, -257.46,-256.4)
Aitken(ll)

Example output

Loading required package: mclust
Package 'mclust' version 5.3
Type 'citation("mclust")' for citing this R package in publications.
$ll
[1] -256.4

$linf
[1] -254.8869

$a
[1] 0.299435

upclass documentation built on May 29, 2017, 5:12 p.m.