ashr (version 2.2-63)

mixEM: Estimate mixture proportions of a mixture model by EM algorithm

Description

Given the individual component likelihoods for a mixture model, estimates the mixture proportions by an EM algorithm.

Usage

mixEM(matrix_lik, prior, pi_init = NULL, control = list())

Value

A list, including the estimates (pihat), the log likelihood for each interation (B) and a flag to indicate convergence

Arguments

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 $\pi$. Recommended to be rep(1,k)

pi_init,

the initial value of $\pi$ to use. If not specified defaults to (1/k,...,1/k).

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).

Details

Fits a k component mixture model $$f(x|\pi )=\sum _k{\pi }_k{f}_k(x)$$ to independent and identically distributed data $x_1,\dots ,x_n$. Estimates mixture proportions $\pi$ by maximum likelihood, or by maximum a posteriori (MAP) estimation for a Dirichlet prior on $\pi$ (if a prior is specified). Uses the SQUAREM package to accelerate convergence of EM. Used by the ash main function; there is no need for a user to call this function separately, but it is exported for convenience.