mvnEMStep: MVN EM Update
In SWotherspoon/MVNSeq: Normal Mixture and Hidden Markov Models
mvnEMStep R Documentation
MVN EM Update
Description
The multivariate Normal update step of the EM algorithm.
Usage
mvnEMStep(K, y, pars)
gmvnEMStep(K, ys, pars)
grmvnEMStep(K, ys, pars, muv)
Arguments
K
the number of classes
y
the sequence of observations
pars
current sequence parameters
ys
the list of sequences of observations
muv
current population parameters
Details
Perform a single step of the EM algorithm fitting a mean and
covariance for each component.
Value
the updated set of parameters
SWotherspoon/MVNSeq documentation built on June 1, 2022, 10:49 p.m.
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| mvnEMStep | R Documentation |
MVN EM Update
Description
The multivariate Normal update step of the EM algorithm.
Usage
mvnEMStep(K, y, pars) gmvnEMStep(K, ys, pars) grmvnEMStep(K, ys, pars, muv)
Arguments
K |
the number of classes |
y |
the sequence of observations |
pars |
current sequence parameters |
ys |
the list of sequences of observations |
muv |
current population parameters |
Details
Perform a single step of the EM algorithm fitting a mean and covariance for each component.
Value
the updated set of parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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