mle_exact_mult: Calculate MLEeexact for Case Multivariate

In JoaoPedro2536/univ.em:

Description

Calculate the exact MLE of the parameters (mean, variance and covariance).

Usage

mle_exact_mult(data, theta)

Arguments

data	Data in the form of multivariated grouped data.
theta	Is a the vector of all parameters, the first d elements of it are the means, d+1 are v varinces and d+v+1 are c covariances. In the form: theta=[mu_1,...,mu_d, Var_1,...,Var_v, Cov_1(1,(1+1)), ...,Cov_d(1,d), Cov_d+1(2,(2+1)), ...,Cov_c(d-1,d)].

Value

Return a vector, for the exact MLE of the parameters for mean, variance and covariance.

Examples

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

set.seed(12345)

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))
)


theta<- c(65,65,3,6,2.12132)

out = em.univ::mle_exact_mult(theta<- c(65,65,3,6,2.12132),
                     data=simulateddata[,,1])

out

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