em_fix: Fixed iteration from the EM algorithm.

In dcgerard/UltimateDeconvolution: Deconvolution Problem in Multivariate Gaussian Mixtures

Description

Fixed iteration from the EM algorithm.

Usage

em_fix(x_mat, s_mat, v_mat, pi_vec)

Arguments

x_mat	A matrix of data. The rows index the observations and the columns index the variables.
s_mat	A matrix of variances (NOT standard deviations). The rows index the observations and the columns index the variables.
v_mat	A matrix of square-roots of the rank-1 mixing covariance matrices. The columns index the mixing components, the rows index the variables.
pi_vec	A vector of mixture proportions.

Author(s)

David Gerard

dcgerard/UltimateDeconvolution documentation built on May 15, 2019, 1:24 a.m.