maximisation_mv {DCEM}

maximisation_mv: Part of DCEM package.

Description

Calculates meu, sigma and prior based on the updated probability weight matrix.

Usage

maximisation_mv(data, weights, meu, sigma, prior, num_clusters, num_data)

Arguments

data

(matrix): The input data.

weights

(matrix): The probability weight matrix.

meu

(matrix): The matrix of meu.

sigma

(list): The list of sigma (co-variance matrices).

prior

(vector): The vector of priors.

num_clusters

(numeric): The number of clusters.

num_data

(numeric): The total number of observations in the data.

Value

Updated values for meu, sigma and prior.