em_clust_norm | R Documentation |
This function uses the EM algorithm to do clustering of k-mixture components
where each component is one-dimensional N(\mu, \sigma^2)
.
em_clust_norm(data, nclust, itmax = 10000, tol = 10^-8)
data |
An n-length vector. Must not be character. |
nclust |
The number of clusters. |
itmax |
The maximum number of iterations allowed. Defaults to 10000. |
tol |
Tuning parameter for convergence. Defaults to 10^-8. |
A list containing: it
the number of iterations; clust_prop
the estimated mixture proportions; clust_params
the estimated mixture parameters;
mix_est
a vector of the estimated mixture for each data point; log_lik
the
log likelihood of the data; bic
the modeled BIC.
em_clust_mvn
, em_clust_mvn_miss
, gen_clust
# generate test data
c1 <- rnorm(100, 5, 1); c2 <- rnorm(100, 15, 1); c3 <- rnorm(100, 20, 1)
c_tot <- c(c1, c2, c3); rm(c1,c2,c3)
# run example
norm_ex <- em_clust_norm(c_tot, nclust= 3)
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