em_fix_cpp: Fixed point iteration from the EM algorithm.

In dcgerard/UltimateDeconvolution: Deconvolution Problem in Multivariate Gaussian Mixtures

Description

Note that I am changing v_mat and pi_vec by reference, but also returning them in the list.

Usage

em_fix_cpp(x_mat, s_mat, v_mat, pi_vec, w_mat, theta_mat, eta_mat)

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.
w_mat	The individual probabilities of being in a particular group.
theta_mat	The means of the a_j's given in group k times w_kj's
eta_mat	The second (non-central) moment of the a_j's given in group k times the w_kj's

Author(s)

David Gerard

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