mixIP: Estimate mixture proportions of a mixture model by Interior...
In stephens999/ashr: Methods for Adaptive Shrinkage, using Empirical Bayes

mixIP

R Documentation

Estimate mixture proportions of a mixture model by Interior Point method

Description

Given the individual component likelihoods for a mixture model, estimates the mixture proportions.

Usage

mixIP(matrix_lik, prior, pi_init = NULL, control = list(), weights = NULL)

Arguments

`matrix_lik`	a n by k matrix with (j,k)th element equal to `f_k(x_j)`.
`prior`	a k vector of the parameters of the Dirichlet prior on `\pi`. Recommended to be rep(1,k)
`pi_init`	the initial value of `\pi` to use. If not specified defaults to (1/k,...,1/k).
`control`	A list of control parameters to be passed to REBayes::KWDual
`weights`	weights to be assigned to the observations (an n vector)

Details

Optimizes

L(pi)= sum_j w_j log(sum_k pi_k f_{jk}) + h(pi)

subject to pi_k non-negative and sum_k pi_k = 1. Here

h(pi)

is a penalty function h(pi) = sum_k (prior_k-1) log pi_k. Calls REBayes::KWDual in the REBayes package, which is in turn a wrapper to the mosek convex optimization software. So REBayes must be installed to use this. Used by the ash main function; there is no need for a user to call this function separately, but it is exported for convenience.