EM_E_step: EM E-step Function

In ericchen12377/mixDP: Mixture Models with Dirichlet Process

Description

E-step to calculate the expectation of log-likelihood in EM algorithm

Usage

EM_E_step(
  Ymatrix,
  Xmatrix,
  split,
  t,
  N,
  VarMatrix,
  Beta,
  K,
  Pcluster,
  Lambda = 0
)

Arguments

Ymatrix	matrix of dependent variables, multiple dimensions eligible
Xmatrix	matrix of independent variables
split	index of columns with no penalty
t	length of trajectory
N	number of trajectories
VarMatrix	covariance matrix
Beta	coefficient matrix
K	number of clusters
Pcluster	weights of subgroups
Lambda	penalty coefficient

Value

list of outputs used for M-step

ericchen12377/mixDP documentation built on June 23, 2021, 12:02 p.m.