mvnmixPhiInit: mvnmixPhiInit

In kshimotsu/mvnMix:

Description

Generates lists of parameters for initial candidates used by the modified EM test for mixture of multivariate normals.

Usage

mvnmixPhiInit(y, parlist, h, tau, ninits = 1)

Arguments

y	n by d matrix of data
parlist	The parameter estimates as a list containing alpha, mu, and sigma in the form of (alpha = (alpha_1,...,alpha_m), mu = (mu_1',...,mu_m'), sigma = (vech(sigma_1)',...,vech(sigma_m)')
h	h used as index for pivoting
tau	Tau used to split the h-th component
ninits	number of initial values to be generated

Value

A list with the following items:

alpha	m+1 by ninits matrix for alpha
mu	d*(m+1) by ninits matrix for mu
sigma	d*(d+1)/2*(m+1) by ninits matrix for sigma

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