FitMix {MGMM}

Fit Multivariate Mixture Distribution

Description

Given a matrix of random vectors, estimates the parameters for a mixture of multivariate normal distributions. Accommodates arbitrary patterns of missingness, provided the elements are missing at random (MAR).

Usage

FitMix(
  data,
  k = 2,
  init_means = NULL,
  fix_means = FALSE,
  init_covs = NULL,
  init_props = NULL,
  maxit = 100,
  eps = 1e-06,
  report = FALSE
)

Arguments

data

Numeric data matrix.

k

Number of mixture components. Defaults to 2.

init_means

Optional list of initial mean vectors.

fix_means

Fix means to their starting values? Must initialize.

init_covs

Optional list of initial covariance matrices.

init_props

Optional vector of initial cluster proportions.

maxit

Maximum number of EM iterations.

eps

Minimum acceptable increment in the EM objective.

report

Report fitting progress?

Value

Object of class mix.