get_clusterprobs {EMMIXSSL}

Posterior probability

Description

Get posterior probabilities of class membership

Usage

get_clusterprobs(dat, n, p, g, pi, mu, sigma, ncov = 2)

Arguments

dat

An n\times p matrix where each row represents an individual observation

n

Number of observations.

p

Dimension of observation vecor.

g

Number of multivariate normal classes.

pi

A g-dimensional vector for the initial values of the mixing proportions.

mu

A p \times g matrix for the initial values of the location parameters.

sigma

A p\times p covariance matrix if ncov=1, or a list of g covariance matrices with dimension p\times p \times g if ncov=2.

ncov

Options of structure of sigma matrix; the default value is 2; ncov = 1 for a common covariance matrix; ncov = 2 for the unequal covariance/scale matrices.

Details

The posterior probability can be expressed as

\tau_i(y_j;\theta)=Prob\{z_{ij}=1|y_j\}=\frac{\pi_i\phi(y_j;\mu_i,\Sigma_i)}{\sum_{h=1}^g\pi_h\phi(y_j;\mu_h,\Sigma_h) },

where \phi is a normal probability function with mean \mu_i and covariance matrix \Sigma_i, and z_{ij} is is a zero-one indicator variable denoting the class of origin.

Value

clusprobs

Posterior probabilities of class membership for the ith entity

Examples

n<-150
pi<-c(0.25,0.25,0.25,0.25)
sigma<-array(0,dim=c(3,3,4))
sigma[,,1]<-diag(1,3)
sigma[,,2]<-diag(2,3)
sigma[,,3]<-diag(3,3)
sigma[,,4]<-diag(4,3)
mu<-matrix(c(0.2,0.3,0.4,0.2,0.7,0.6,0.1,0.7,1.6,0.2,1.7,0.6),3,4)
dat<-rmix(n=n,pi=pi,mu=mu,sigma=sigma,ncov=2)
tau<-get_clusterprobs(dat=dat$Y,n=150,p=3,g=4,mu=mu,sigma=sigma,pi=pi,ncov=2)