This is a normMixEM class, which initializes and runs EM algorithm output for mixtures of independent multivariate normal distributions
input_data |
A matrix/dataframe of size nxp consisting of the data. |
num_components |
Number of components. |
A list including
convergence - Convergece status. 0 if converged,1 if not.
mu_mat - A k*p matrix includes the mean parameters of k normals.
sigma_mat - A k*p matrix includes the variance parameters of k normals.
pi_vec - A vector of length k includes the probability parameters of k components.
iter - A integer. Number of iterations
loglik_list - A number. The log-likelihood of the output result
prob_mat - A n*k matrix includes the probabilities of being assigned to k components for each sample.
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