Internal function required for fitting a mixture of PPCA models.
estep2(Y, Tau, Pi, mu, W, Sig, g, p, reset)A N x p data matrix.
An N x g matrix of posterior group membership probabilities.
A g vector of group probabilities.
A p x g matrix containing the mean for each group.
An p x q x g array of loadings for each group.
A scalar; the error covariance.
The number of groups currently being fitted.
Number of spectral bins in the NMR spectra.
Logical indicating computational instability.
A list containing
The N x G matrix of posterior group membership probablities.
An N x G matrix of the log of the numerator of posterior group membership probablities.
Logical indicating computational instability.
Second E step of the AECM algorithm when fitting a mixture of PPCA models. An internal function.
Nyamundanda, G., Gormley, I.C. and Brennan, L. (2010) Probabilistic principal components analysis for metabolomic data. Technical report. University College Dublin, Ireland.