Runs the initialization for the EM algorithm for matrix clustering
MatManly.init(Y, X = NULL, K, la = NULL, nu = NULL, Mu.type = 0,
Psi.type = 0, n.start = 10, tol = 1e-05)dataset of random matrices (p x T x n), n random matrices of dimensionality (p x T)
dataset of explanatory variables (T x q x n), q explanatory variables for modeling Y
number of clusters
initial transformation parameters (K x p)
initial transformation parameters (K x T)
mean structure: 0-unrestricted, 1-additive
covariance structure of the Psi matrix: 0-unrestricted, 1-AR1
initial random starts
tolerance level
Random starts are used to obtain different starting values. The number of clusters, the skewness parameters, and number of random starts need to be specified. In the case when transformation parameters are not provided, the function runs the EM algorithm without any transformations, i.e., it is equivalent to the EM algorithm for a matrix Gaussian mixture. Notation: n - sample size, p x T - dimensionality of the random matrices, K - number of mixture components.