em.slash: EM algotithm

In fxjulio/slash: Slash reparametrized

Description

Obtain MLE values from EM algoritm.

Usage

em.slash(Y, mu0, Sigma0, eta0, relError = 1e-05, verbose = FALSE)

Arguments

Y	Sample slash.
mu0	Mean vector with length p.
Sigma0	Covariance matrix with size pxp.
eta0	Parameter between 0 and 1.
relError	Relative error.
verbose	Logical. TRUE indicate trace the steps.

Details

Conditioning v in step E. Use startValues.slash function to obtain start values

Value

A list with mu0, Sigma0 and eta0 components.

Examples

n <- 1000
p <- 4
Y <- sim.slash( n, rep(0, p), diag(p), 1/2 )
sv <- startValues.slash(Y)
em.slash( Y, sv$mu0 , sv$Sigma0, sv$eta0, verbose=TRUE )

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.