smm_fit_em_CWL04 {MixtureFitting} | R Documentation |
Greedily estimate Student's t Mixture parameters using Expectation Maximization.
Description
Estimates (greedily) parameters for univariate Student's t mixture using Expectation Maximization algorithm, implemented according to Chen et al. (2004). The algorithm relies upon smm_fit_em_GNL08() to estimate mixture parameters iteratively.
Usage
smm_fit_em_CWL04( x, p, collect.history = FALSE, debug = FALSE,
... )
Arguments
x |
data vector |
p |
initialization vector of 4*n parameters, where n is number of mixture components. Structure of p vector is p = c( A1, A2, ..., An, mu1, mu2, ..., mun, k1, k2, ..., kn, ni1, ni2, ..., nin ), where Ai is the proportion of i-th component, mui is the center of i-th component, ki is the concentration of i-th component and nii is the degrees of freedom of i-th component. |
collect.history |
logical. If set to TRUE, a list of parameter values of all iterations is returned. |
debug |
flag to turn the debug prints on/off. |
... |
parameters passed to smm_fit_em_GNL08(). |
Value
A list.
Author(s)
Andrius Merkys
References
Chen, S.; Wang, H. & Luo, B. Greedy EM Algorithm for Robust T-Mixture Modeling Third International Conference on Image and Graphics (ICIG'04), Institute of Electrical & Electronics Engineers (IEEE), 2004, 548–551