1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46
|
\name{smm_fit_em_CWL04}
\alias{smm_fit_em_CWL04}
\docType{methods}
\title{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{
\item{x}{data vector}
\item{p}{
initialization vector of 4*\emph{n} parameters, where \emph{n} is
number of mixture components. Structure of p vector is
p = c( A1, A2, ..., A\emph{n}, mu1, mu2, ..., mu\emph{n}, k1, k2, ..., k\emph{n}, ni1, ni2, ..., ni\emph{n} ),
where A\emph{i} is the proportion of \emph{i}-th component,
mu\emph{i} is the center of \emph{i}-th component,
k\emph{i} is the concentration of \emph{i}-th component and
ni\emph{i} is the degrees of freedom of \emph{i}-th component.
}
\item{collect.history}{
logical. If set to TRUE, a list of parameter values of all
iterations is returned.
}
\item{debug}{
flag to turn the debug prints on/off.
}
\item{...}{
parameters passed to smm_fit_em_GNL08().
}
}
\value{
A list.
}
\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
}
\author{Andrius Merkys}
|