est_sig: Estimate Sigma in Multivariate Case

In JoaoPedro2536/univ.em:

Description

The function to calculate the estimate of the covariances, also for multivariate case.

Usage

est_sig(data, exx, ex, updmu)

Arguments

data	Data in the form of multivariate grouped data.
exx	The list of second moments matrices.
ex	Matrix with the references of the first moments.
updmu	The estimate mu.

Value

returns a matrix with the variance and covariance estimates.

Examples

library(MASS)
library(em.univ)
library(tmvtnorm)

simulateddata = em.univ::mult_simul(mm = c(68,68),
                          ss = base::matrix(c(3,2,2,6),2,2) ,
                          n_data_sets = 1,
                          breaks_x = c(-Inf,64,65,66,67,68,69,70,71,72,Inf),
                          breaks_y = c(-Inf,64.2,65.2,66.2,
                                       67.2,68.2,69.2,70.2,
                                       71.2,72.2,Inf),
                          lower_x = base::rep(c(-Inf,64,65,66,67,
                                          68,69,70,71,72),10),
                          lower_y = c(base::rep(-Inf,10),
                                      base::rep(64.2,10),
                                      base::rep(65.2,10),
                                      base::rep(66.2,10),
                                      base::rep(67.2,10),
                                      base::rep(68.2,10),
                                      base::rep(69.2,10),
                                      base::rep(70.2,10),
                                      base::rep(71.2,10),
                                      base::rep(72.2,10)),
                          upper_x = base::rep(c(64,65,66,67,68,69,70,
                                                71,72,Inf),10),
                          upper_y = c(base::rep(64.2,10),
                                      base::rep(65.2,10),
                                      base::rep(66.2,10),
                                      base::rep(67.2,10),
                                      base::rep(68.2,10),
                                      base::rep(69.2,10),
                                      base::rep(70.2,10),
                                      base::rep(71.2,10),
                                      base::rep(72,2,10),
                                      base::rep(Inf,10))
)

mu2<- c(67,67)
sigma2<- base::matrix(c(3.1,2.2,2.2,4.3),2,2)


exi<- em.univ::mexi(data=simulateddata[,,1],
           mu=mu2,
           sigma=sigma2)

ss1<- em.univ::mcovxi(data=simulateddata[,,1],
             mu=mu2,
             sigma=sigma2)

exx<- em.univ::exxest(data=simulateddata[,,1],
             exi=exi,
             ss1=ss1)

updmu <- em.univ::mem(data=simulateddata[,,1],
             exi=exi)

out<- em.univ::est_sig(data=simulateddata[,,1],
            exx=exx,
            ex=exi,
            updmu = updmu)


out

JoaoPedro2536/univ.em documentation built on Dec. 18, 2021, 1:38 a.m.