Description Usage Arguments Details Value Author(s)
mixglasso_ncomp_fixed
1 2 3 4 |
x |
Input data matrix |
n.comp |
Number of mixture components |
lambda |
Regularization parameter. Default=sqrt(2*n*log(p))/2 |
pen |
Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor |
init |
Initialization. Method used for initialization init='cl.init','r.means','random','kmeans','kmeans.hc','hc'. Default='kmeans' |
my.cl |
Initial cluster assignments; need to be provided if init='cl.init' (otherwise this param is ignored). Default=NULL |
modelname.hc |
Model class used in hc. Default="VVV" |
nstart.kmeans |
Number of random starts in kmeans; default=1 |
iter.max.kmeans |
Maximal number of iteration in kmeans; default=10 |
term |
Termination criterion of EM algorithm. Default=10^-3 |
min.compsize |
Stop EM if any(compsize)<min.compsize; Default=5 |
... |
Other arguments. See mixglasso_init |
This function runs mixglasso
see return mixglasso_init. list consisting of
mix.prob |
|
Mu |
|
Sig |
|
SigInv |
|
iter |
|
loglik |
|
bic |
-loglik+log(n)*DF/2 |
mmdl |
-loglik+penmmdl/2 |
u |
responsibilities |
comp |
component assignments |
compsize |
size of components |
pi.comps |
|
warn |
warnings during optimization |
n.stadler
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