mvnMix | R Documentation |
Fit multivariate Normal mixture models by EM.
mvnMix( y, cl, min.iters = 10, max.iters = 50, tol = 0.001, verbose = interactive() ) gmvnMix( y, cl, gr, common.fractions = FALSE, min.iters = 10, max.iters = 50, tol = 0.001, verbose = interactive() ) grmvnMix( y, cl, gr, common.fractions = FALSE, min.iters = 10, max.iters = 100, tol = 0.001, verbose = interactive() )
y |
the sequence of observations |
cl |
an integer vector allocating observations to classes |
min.iters |
minimum number of EM iterations |
max.iters |
maximum number of EM iterations |
tol |
tolerance for the log likelihood |
verbose |
should the log likelihood be reported. |
gr |
an integer vector allocating observations to groups |
common.fractions |
should the mixing fractions be common across groups |
These functions fit K component multivariate Normal mixtures to
sequences of observations. mvnMix
fits a mixture model to a
single sequence of observations. gmvnMix
and
grmvnMix
fits separate mixture models to several groups
(sequences) of observations. gmvnMix
fits a mixture to each
group so that each component has a different mean across groups,
but a common covariance. grmvnMix
constrains the means of
the components to be Normally distributed across groups.
the fitted model
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