fit.mix: Fit Multivariate Mixture Distribution

Description Usage Arguments Value

View source: R/Mixture.R

Description

Given a matrix of random vectors, estimates the parameters for a mixture of multivariate normal distributions. Accommodates arbitrary patterns of missingness, provided the elements are missing at random (MAR).

Usage

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fit.mix(Y, k = 2, M0 = NULL, fix.means = F, S0 = NULL,
  pi0 = NULL, maxit = 100, eps = 1e-06, report = F, parallel = F)

Arguments

Y

Numeric data matrix.

k

Number of mixture components. Defaults to 2.

M0

Optional list of initial mean vectors.

fix.means

Fix the means to their starting value? Must provide initial values.

S0

Optional list of initial covariance matrices.

pi0

Optional vector of initial cluster proportions.

maxit

Maximum number of EM iterations.

eps

Minimum acceptable increment in the EM objective.

report

Report fitting progress?

parallel

Run in parallel? Must register parallel backend first.

Value

Object of class mix containing the estimated


zrmacc/MNMix documentation built on May 14, 2019, 11:11 a.m.