FitMVN {MGMM}

Fit Multivariate Normal Distribution

Description

Given a matrix of n x d-dimensional random vectors, possibly containing missing elements, estimates the mean and covariance of the best fitting multivariate normal distribution.

Usage

FitMVN(
  data,
  init_mean = NULL,
  fix_mean = FALSE,
  init_cov = NULL,
  maxit = 100,
  eps = 1e-06,
  report = TRUE
)

Arguments

data

Numeric data matrix.

init_mean

Optional initial mean vector.

fix_mean

Fix the mean to its starting value? Must initialize.

init_cov

Optional initial covariance matrix.

maxit

Maximum number of EM iterations.

eps

Minimum acceptable increment in the EM objective.

report

Report fitting progress?

Value

An object of class mvn.