FLCNA_LQA: Esimation of mean matrix

FLCNA_LQAR Documentation

Esimation of mean matrix

Description

Esimation of mean matrix based on local quadratic approximation (LQA).

Usage

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
)

Arguments

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.

Value

Estimated mu hat for k-th cluster with totally K1 cluster.


FeifeiXiaoUSC/FLCNA documentation built on March 29, 2025, 10:48 p.m.