FGfun: Objective function and its gradient
In kusakehan/CLEMM: Package for paper CLEMM:Clustering and Envelope Mixture Models
Description
Usage
Arguments
Details
Value
Description
Objective function and its gradient for mannifold optimization
Usage
1
FGfun(W, p1, Sx, Sk)
Arguments
W
Envelope subspace basis
p1
The element p1_ik is the probability that i-th obersevation belongs to k-th cluster
Sx
Sample covariance matrix
Sk
Intra-cluster covariance
Details
Used for manifold optimization algorithm to solve for envelope basis
Value
F
The value of objective function
G
The value of gradient of objective function
kusakehan/CLEMM documentation built on May 24, 2019, 2:46 p.m.
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Description Usage Arguments Details Value
Description
Objective function and its gradient for mannifold optimization
Usage
1 | FGfun(W, p1, Sx, Sk)
|
Arguments
W |
Envelope subspace basis |
p1 |
The element p1_ik is the probability that i-th obersevation belongs to k-th cluster |
Sx |
Sample covariance matrix |
Sk |
Intra-cluster covariance |
Details
Used for manifold optimization algorithm to solve for envelope basis
Value
F |
The value of objective function |
G |
The value of gradient of objective function |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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