observed.log.likelihood0 {fabMix}

Log-likelihood of the mixture model

Description

Log-likelihood of the mixture model evaluated only at the alive components.

Usage

observed.log.likelihood0(x_data, w, mu, Lambda, Sigma, z)

Arguments

x_data

The observed data

w

Vector of mixture weights

mu

Vector of marginal means

Lambda

Factor loadings

Sigma

Diagonal of the common covariance matrix of the errors per cluster

z

Allocation vector

Value

Log-likelihood value

Author(s)

Panagiotis Papastamoulis

Examples

	library('fabMix')
	data(waveDataset1500)
	x_data <- waveDataset1500[ 1:20, -1] # data
	z <-  waveDataset1500[ 1:20, 1]	# class
	p <- dim(x_data)[2]
	q <- 2
	K <- length(table(z))		# 3 classes
	# give some arbitrary values to the parameters:
	set.seed(1)
	w <- rep(1/K, K)
	mu <- array( runif(K * p), dim = c(K,p) )
	Lambda <- array( runif(K*p*q), dim = c(K,p,q) )
	SigmaINV <- array(1, dim = c(p,p))
	Sigma <- 1/diag(SigmaINV)
	# compute the complete.log.likelihood
	observed.log.likelihood0(x_data = x_data, w = w, 
		mu = mu, Lambda = Lambda, Sigma = Sigma, z = z)