mixVBEM {ashr} | R Documentation |
Given the individual component likelihoods for a mixture model, estimates the posterior on the mixture proportions by an VBEM algorithm. Used by the ash main function; there is no need for a user to call this function separately, but it is exported for convenience.
mixVBEM(matrix_lik, prior, pi_init = NULL, control = list())
matrix_lik |
a n by k matrix with (j,k)th element equal to f_k(x_j). |
prior |
a k vector of the parameters of the Dirichlet prior on π. Recommended to be rep(1,k) |
pi_init |
the initial value of the posterior parameters. If not specified defaults to the prior parameters. |
control |
A list of control parameters for the SQUAREM algorithm, default value is set to be control.default=list(K = 1, method=3, square=TRUE, step.min0=1, step.max0=1, mstep=4, kr=1, objfn.inc=1,tol=1.e-07, maxiter=5000, trace=FALSE). |
Fits a k component mixture model
f(x|π) = ∑_k π_k f_k(x)
to independent and identically distributed data x_1,…,x_n. Estimates posterior on mixture proportions π by Variational Bayes, with a Dirichlet prior on π. Algorithm adapted from Bishop (2009), Pattern Recognition and Machine Learning, Chapter 10.
A list, whose components include point estimates (pihat), the parameters of the fitted posterior on π (pipost), the bound on the log likelihood for each iteration (B) and a flag to indicate convergence (converged).