format_theta_output: Format the estimated parameters
In bastienchassagnol/RGMMBench: A benchmark on Gaussian mixtures in R

format_theta_output

R Documentation

Format the estimated parameters

Especially, we remove redundant pairwise correlations, and name adequatly each parameter

format_theta_output(theta)

theta

a list with 3 entries:

The proportions p: p of each component (must be included between 0 and 1, and sum to one overall)
The mean matrix mu: \mathrm{\mu}=(\mu_{i,j}) \in \mathbb{R}^{n \times k}, with each column giving the mean values of the variables within a given component
The 3-dimensional covariance matrix array Sigma: \mathrm{\Sigma}=(\Sigma_{i,j,l}) \in \mathbb{R}^{n \times n \times k}, with each matrix \Sigma_{..l}, l \in \{ 1, \ldots, k\} storing the covariance matrix of a given component, whose diagonal terms correspond to the variance of each variable, and off-terms diagonal elements return the covariance matrix