mvnmixPMLEinit: mvnmixPMLEinit

In kshimotsu/mvnMix:

Description

Generate initial values used by the PMLE of multivariate normal mixture

Usage

mvnmixPMLEinit(y, ninits = 1, m = 2)

Arguments

y	n by d matrix of data
ninits	number of initial values to be generated
m	The number of components in the mixture

Value

A list with the following items:

alpha	m by ninits matrix for alpha
mu	d*m by ninits matrix for mu, each column is (mu_1',...,mu_m')'
sigma	d(d+1)/2*m by ninits matrix for sigma, each column is (vech(sigma_1)',...,vech(sigma_m)')'

kshimotsu/mvnMix documentation built on May 9, 2019, 5:50 a.m.