me.EEV {mclust}R Documentation

EM for constant shape, constant volume MVN mixture models

Description

EM iteration (M-step followed by E-step) for estimating parameters in an MVN mixture model having constant shape, constant volume and possibly one Poisson noise term.

Usage

me.EEV(data, z, eps, tol, itmax, equal = F, noise = F, Vinv)

Arguments

data matrix of observations.
z matrix of conditional probabilities. z should have a row for each observation in data, and a column for each component of the mixture.
eps A 2-vector specifying lower bounds on the pth root of the volume of the ellipsoids defining the clusters, where p is the data dimension, and on the reciprocal condition number for the estimated shape of the covariance estimates. Default : c(.Machine$double.eps, .Machine$double.eps) If only one value is given it is assumed to override only the first default.
tol The iteration is terminated if the relative error in the loglikelihood value falls below tol. Default : sqrt(.Machine$double.eps).
itmax Upper limit on the number of iterations. Default : Inf (no upper limit).
equal Logical variable indicating whether or not to assume equal proportions in the mixture. Default : F.
noise Logical variable indicating whether or not to include a Poisson noise term in the model. Default : F.
Vinv An estimate of the inverse hypervolume of the data region (needed only if noise = T). Default : determined by function hypvol

Value

the conditional probablilities at the final iteration (information about the iteration is included as attributes).

References

G. Celeux and G. Govaert, Gaussian parsimonious clustering models, Pattern Recognition, 28:781-793 (1995).

A. P. Dempster, N. M. Laird and D. B. Rubin, Maximum Likelihood from Incomplete Data via the EM Algorithm, Journal of the Royal Statistical Society, Series B, 39:1-22 (1977).

G. J. MacLachlan and K. E. Basford, The EM Algorithm and Extensions, Wiley (1997).

See Also

me, mstep.EEV, estep.XEV

Examples

data(iris)
cl <- mhclass(mhtree(iris[,1:4], modelid = "VVV"),3)
me.EEV( iris[,1:4], ctoz(cl))


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