e_step: Expectation step

In ben-j-barlow/rcbmm: Regularized Copula-Based Mixture Model: Estimation and Model Selection

Description

Implements the expectation step of the ECM algorithm for regularized copula-based mixture model.

Usage

e_step(x, K, mixing_probs, mvdc, margins)

Arguments

x	A numeric matrix or data frame of observations. Rows correspond to observations and columns correspond to variables.
K	The number of mixture components.
mixing_probs	A numeric vector indicating the mixing proportions of the mixture model.
mvdc	A list of objects of class mvdc. Each element of the list corresponds to a mixture component and contains the current estimates for the component distribution's marginal and copula parameters.
margins	A character vector specifying the marginal distributions of the components in the mixture. The vector must have a length equal to the number of columns in x. Each element must be equal to "norm", "beta" or "gamma".

Value

A numeric matrix representing the posterior probabilities of membership of the observations after performing a single expectation step of the ECM algorithm. Columns are associated with a mixture component and rows are associated with observations.

See Also

ecm

ben-j-barlow/rcbmm documentation built on Feb. 12, 2021, 9:14 a.m.