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PLMIX (version 2.2.0)

random_start: Appropriate simulation of starting values for tandom initialization of Gibbs Sampling. It start from the mle corresponding to no-group structure and then it randomly selects rescaled random support points (with sum 1) of G mixture components such that the marginal support coincides with the mle support for G=1 Random generation of starting values of the component-specific support parameters for Gibbs sampling

Description

Appropriate simulation of starting values for tandom initialization of Gibbs Sampling. It start from the mle corresponding to no-group structure and then it randomly selects rescaled random support points (with sum 1) of G mixture components such that the marginal support coincides with the mle support for G=1 Random generation of starting values of the component-specific support parameters for Gibbs sampling

Usage

random_start(mlesupp, givenweights, alpha = rep(1, G))

Value

out A numeric \(G\)\(\times\)\(K\) matrix with starting values of the component-specific support parameters

Arguments

mlesupp

MLE of support parameters

givenweights

A numeric vector of \(G\) mixture weights

alpha

A numeric vector of \(G\) positive reals to be used as Dirichlet parameters for the random start which corresponds to a convex combination of \(G\) support parameter vertices

Author

Cristina Mollica and Luca Tardella