Description Usage Arguments Value Note
computes the BIC of a RES distribution with Schwarz Penalty Term
1 |
S_est |
array[r, r, ll] Scatter matrices of the clusters |
t |
Matrix[N, ll] Squared Mahalanobis distances to cluster centers |
mem |
Matrix[N, ll] cluster memberships |
rho |
Vector rho of density generator |
list
bic
pen : Penalty term
like : Likelihood term
"Robust M-Estimation based Bayesian Cluster Enumeration for Real Elliptically Symmetric Distributions" Christian A. Schroth and Michael Muma, Signal Processing Group, Technische Universität Darmstadt submitted to IEEE Transactions on Signal Processing
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