EM_algorithm_t_mixture: EM algorithm for t-mixture

In sp2019-antibiotics/Team-Student: T-Mixture

Description

EM algorithm for t-mixture

Usage

EM.algorithm.t.mixture(n,j,tau_hat,alpha,beta,maxiter=1000,optim.method=c("Nelder-Mead","BFGS"),eps=10^-3)

Arguments

n	Frequencies (integer vector of length J)
j	Possible values (numeric vector of length J)
tau_hat	estimated component memberhsips from Initialization (numeric JxK - Matrix)
alpha	Hyperparameters for MAP estimation (numeric scalar)
beta	Hyperparameters for MAP estimation (numeric scalar)
maxiter	Maximum number of iterations (integer scalar)
eps	Convergence criterion
optim.method	Optimization algorithm to be used in M-Step

Value

par	Estimated parameter values (numeric 4xK - matrix)

Author(s)

Lisa Allmesberger Fabian Bergs Stefan Immler Michael Kässmann

sp2019-antibiotics/Team-Student documentation built on Nov. 5, 2019, 9:13 a.m.