Learn R Programming

bimixt (version 1.0)

em.twocomp.m2: em.twocomp.m2

Description

Expectation maximization (EM) algorithm for estimating two-component Gaussian mixture models. This is used as an internal method and is called twice from bc.fourcomp: once for the cases and once for the controls (four component model).

Usage

em.twocomp.m2(x.all, max.iters = 1000, errtol = 1e-09, start.vals=NULL)

Arguments

x.all
vector of data
max.iters
the maximum number of iterations to run
errtol
Error tolerance level. Approximates convergence of the maximum log likelihood value.
start.vals
starting values for the EM algorithm. If NA, the starting values are estimated from the data.

Value

max.loglike
the maximum log likelihood value for the algorithm
mu
estimated means for each component
sig
estimated standard deviation for each component
pi
estimated proportion of data in each component
n.iters
the number of iterations the algorithm took to converge

References

Dempster, Arthur P., Nan M. Laird, and Donald B. Rubin. "Maximum likelihood from incomplete data via the EM algorithm." Journal of the royal statistical society. Series B (methodological) (1977): 1-38.

See Also

bc.binorm bc.twocomp bc.fourcomp em.twocomp.m1 em.twocomp.m3