computeTau: The posterior probability

In km20/gemalgorithm: Graphical Expectation Maximization

Description

This function calculates the posterior probability that each observation belongs to each of the mixture components.

Usage

computeTau(x, p, mu, sigma)

Arguments

x	A matrix of observations with d rows (number of variables) and n columns (number of observations).
p	A numeric vector of proportions (one for each mixture component).
mu	A list of numeric vectors (which are the mean of each mixture component).
sigma	A list of covariance matrices (one for each mixture component).

Value

This function returns a matrix that contains the posterior probabilities

km20/gemalgorithm documentation built on May 29, 2019, 2:50 p.m.