FLCNA_LQA | R Documentation |
Esimation of mean matrix based on local quadratic approximation (LQA).
FLCNA_LQA(
k,
K1,
index.max,
y,
mu.t.all,
mu.no.penal,
sigma.all,
alpha,
lambda,
iter.num = 20,
eps.LQA = 1e-05,
eps.diff = 1e-05
)
k |
k-th cluster index. |
K1 |
K1 cluster in total. |
index.max |
Initial cluster index assigned accroding to posterior probability. |
y |
n by p data matrix. |
mu.t.all |
K by p mean matrix from previous EM-step. |
mu.no.penal |
K by p mean matrix of unpenalized estimates (lambda=0). |
sigma.all |
p by p diagnal covariance matrix. |
alpha |
n by K posterior probability matrix. |
lambda |
Tuning parameter. |
iter.num |
Max iterations in local quadratic approximation (LQA). |
eps.LQA |
LQA stop criterion. |
eps.diff |
Lower bound of mean difference. |
Estimated mu hat for k-th cluster with totally K1 cluster.
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