EM_algorithm: EM Algorithm Integrated Function

In ericchen12377/mixDP: Mixture Models with Dirichlet Process

Description

Integration of E-step and M-step to iteratively update the parameters

Usage

EM_algorithm(Ymatrix, Xmatrix, split, t, N, p, np, iter, initial, 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
p	number of parameters
np	number of groups of parameters
iter	number of maximum iterations
initial	list of initialization values
lambda	penalty coefficient

Value

list of outputs used for M-step

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