emgm | R Documentation |
Perform EM algorithm for fitting a Gaussian mixture model (GMM). In the GLLiM context, this is done jointly on both responses and covariates
emgm(X, init, maxiter,verb)
X |
An |
init |
This argument can be a number |
maxiter |
Maximum number of iterations for estimation of the GMM |
verb |
Print out the progression of the algorithm. If |
Returns a list with the following elements:
label |
An |
model |
A list with the estimated parameters of the GMM |
model$mu |
An |
model$Sigma |
An |
model$weight |
An |
llh |
A vector of values of the log-likelihood for each iteration of the algorithm |
R |
An |
Emeline Perthame (emeline.perthame@inria.fr), Florence Forbes (florence.forbes@inria.fr), Antoine Deleforge (antoine.deleforge@inria.fr)
[1] A. Deleforge, F. Forbes, and R. Horaud. High-dimensional regression with Gaussian mixtures and partially-latent response variables. Statistics and Computing,25(5):893–911, 2015.
[2] E. Perthame, F. Forbes, and A. Deleforge. Inverse regression approach to robust nonlinear high-to-low dimensional mapping. Journal of Multivariate Analysis, 163(C):1–14, 2018. https://doi.org/10.1016/j.jmva.2017.09.009
[3] Y. Qiao and N. Minematsu. Mixture of probabilistic linear regressions: A unified view of GMM-based mapping techiques. IEEE International Conference on Acoustics, Speech, and Signal Processing, 2009.
Converted to R from the Matlab code of the GLLiM toolbox available on: https://team.inria.fr/perception/gllim_toolbox/
xLLiM-package
, gllim
, sllim
# data(data.xllim)
# K=5
# r = emgm(data.xllim, init=K, verb=0);
# r$R # estimation of posterior probabilities to belong to
## each of the K components for each observation
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