post: Posterior probabilities, entropy for mmeln object

In giguerch/mmeln: Estimation of Multinormal Mixture Distribution

Posterior probabilities, entropy for mmeln object

Description

Compute the posterior probabilities of membership in each group of the mixture

Usage

## S3 method for class 'mmeln'
post(X,...,mu=X$param$mu,tau=X$param$tau,sigma=X$param$sigma)
## S3 method for class 'mmeln'
entropy(X,...) 

Arguments

X	An object of type mmeln containing the design of the model.
...	These parameters are useless
mu	Location parameters. By default, those are taken from X
tau	Mixture parameters. By default, those are taken from X
sigma	Covariance parameters. By default, those are taken from X

Details

This procedure returns the posterior probabilities of membership in each groups or the entropy of the model. They were computed as described in McLachlan and Peel (2000). If the parameters X$param is not null no further parameters are necessary, otherwise you have to give a value for mu, tau, sigma (this is mainly used inside the estim.mmeln function)

Value

Returns a matrix P with X$N row and X$G column where P[i,j] is the posterior probabilities of subject i being in the group j or the value of entropy.

Author(s)

Charles-Édouard Giguère

References

McLachlan, G. & Peel, D. (2000), Finite mixture models,Wiley

See Also

estim.mmeln

Examples

#### load an example.
data(exY)

### estimation of the parameters of the mixture
temps <- factor(1:3)
mmeln1 <- mmeln(Y, G = 2, form.loc = ~temps - 1, form.mel = ~1, cov = "CS")
mix1 <- estim(mmeln1, mu = list(rep(1,3),rep(2,3)), tau = c(0),
              sigma = list(c(1, .4), c(1, .4)), iterlim = 100, tol = 1e-6)
post(mix1)
entropy(mix1)

giguerch/mmeln documentation built on Feb. 3, 2024, 5:44 a.m.