EM: EM algorithm estimates the joint density function of the...

In Lrrzz/StatComp21064: Example functions for 'Statistical Computing' course

Description

EM algorithm estimates the joint density function of the normal mixed model

Usage

EM(x, C, iter, mu0)

Arguments

x	data
C	a count, guess there’s a mixture of C Gaussian distributions
iter	count for iteration times
mu0	initialize mu, a matrix size of C*ncol(x), you must first plot x, and estimate mu0 based on the picture, otherwise it will go wrong

Value

a list contains mu and Sigma

Examples

## Not run: 
x<-as.matrix(datasets::faithful)
plot(x)
EM(x,2,20,matrix(c(2,50,4,80),2,2,byrow=T))

## End(Not run)

Lrrzz/StatComp21064 documentation built on Dec. 23, 2021, 10:21 p.m.