check_parameters_validity_univariate: Check whether the estimation has been trapped in the boundary...

In bastienchassagnol/RGMMBench: A benchmark on Gaussian mixtures in R

Check whether the estimation has been trapped in the boundary space

Description

• Function check_parameters_validity_univariate asserts at each step of the EM algorithm that it doesn't fall in a degenerate case (either the package performing the EM computation has failed, and returns an error message, or the algorithm is trapped in the boundary space, leading to inconsistent division by zero).

• Function check_parameters_validity_multivariate has the same functionality, but is adjusted to multivariate parametrisation, and includes additionally a checking whether the covariance matrix is positive definite or not

Usage

check_parameters_validity_univariate(theta, k = length(theta$p))

check_parameters_validity_multivariate(theta, k = length(theta$p))

Arguments

theta	the set of parameters defining GMMs, with three inputs, namely p, mu and sigma
k	the number of components, by default the number of proportions indicated in vector p

See Also

logsumexp()

bastienchassagnol/RGMMBench documentation built on Oct. 26, 2023, 5:58 p.m.