EMsimulation {EMSNM}

Simulation For Estimation

Description

It simulates the experiments with given alpha, eta and sigma to verify the EMalgorithm

Usage

EMsimulation(eta, alpha, sigma, samplesize, expriments, 
             compact_flag = FALSE, C0 = 5, C1 = 2, C2 = 9)

Arguments

eta

the true value of eta

alpha

the true value of alpha

sigma

the true value of sigma

samplesize

the size of sample

expriments

the times of experiments

compact_flag

if the value of eta is limited in a compact set, set it TRUE

C0

the maximum of intercept of eta.

C1

the minimum of the norm of slope of eta

C2

the maximum of the norm of slope of eta

Value

alpha

alpha estimated in simulation.

eta

eta estimated in simulation.

sigma

sigma estimated in simulation.

Author(s)

Linsui Deng

Examples

#parameter initialization
etasize <- 2
classsize <- 2
alphasize <- 3
samplesize <- 100
expriments <- 30
  
etatest <- matrix(c(1,1,
                    0,0),etasize,classsize)

alphatest <- matrix(c(1,0,2,
                      4,3,5),alphasize,classsize)
sigmatest <- 0.5

#test of EMsimulation
EMsimulation_result <- EMsimulation(eta=etatest,alpha=alphatest,sigma=sigmatest,
                            samplesize=samplesize,expriments=expriments,
                            compact_flag=TRUE,C0=5,C1=0.5,C2=5)