FitMVN: Fit Multivariate Normal Distribution

In zrmacc/MNMix: Missingness Aware Gaussian Mixture Models

Fit Multivariate Normal Distribution

Description

Given a matrix of n x d-dimensional random vectors, possibly containing missing elements, estimates the mean and covariance of the best fitting multivariate normal distribution.

Usage

FitMVN(
  data,
  init_mean = NULL,
  fix_mean = FALSE,
  init_cov = NULL,
  maxit = 100,
  eps = 1e-06,
  report = TRUE
)

Arguments

data	Numeric data matrix.
init_mean	Optional initial mean vector.
fix_mean	Fix the mean to its starting value? Must initialize.
init_cov	Optional initial covariance matrix.
maxit	Maximum number of EM iterations.
eps	Minimum acceptable increment in the EM objective.
report	Report fitting progress?

Value

An object of class mvn.

zrmacc/MNMix documentation built on April 30, 2023, 6:37 a.m.