optim.indep.norm: performs the M step for measurement density parameters in...

Description Usage Arguments Details Value Examples

View source: R/optim.indep.norm.R

Description

Estimates the mean mu and parameters of the variance-covariance matrix sigma of a multinormal distribution for the measurements with diagonal variance-covariance matrices for each class, i.e. measurements are supposed independent.

Usage

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optim.indep.norm(y, status, weight, param, x = NULL, var.list = NULL)

Arguments

y

a matrix of continuous measurements (only for symptomatic subjects),

status

symptom status of all individuals,

weight

a matrix of n times K of individual weights, where n is the number of individuals and K is the total number of latent classes in the model,

param

a list of measurement density parameters, here is a list of mu and sigma,

x

a matrix of covariates (optional). Default id NULL,

var.list

a list of integers indicating which covariates (taken from x) are used for a given type of measurement.

Details

The values of explicit estimators are computed for both mu and sigma. All variance-covariance matrices sigma are diagonal, i.e. measurements are supposed independent. Treatment of covariates is not yet implemented, and any provided covariate value will be ignored.

Value

The function returns a list of estimated parameters param.

Examples

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#data
data(ped.cont)
status <- ped.cont[,6]
y <- ped.cont[,7:ncol(ped.cont)]
data(peel)
#probs and param
data(probs)
data(param.cont)
#e step
weight <- e.step(ped.cont,probs,param.cont,dens.norm,peel,x=NULL,
                 var.list=NULL,famdep=TRUE)$w
weight <- matrix(weight[,1,1:length(probs$p)],nrow=nrow(ped.cont),
                 ncol=length(probs$p))
#the function
optim.indep.norm(y[status==2,],status,weight,param.cont,x=NULL,
                 var.list=NULL)

abureau/LCAextend documentation built on May 3, 2019, 9:41 p.m.