fabMix (version 5.1)

observed.log.likelihood0_Sj: Log-likelihood of the mixture model

Description

Log-likelihood of the mixture model evaluated only at the alive components.

Usage

observed.log.likelihood0_Sj(x_data, w, mu, Lambda, Sigma, z)

Value

Log-likelihood value

Arguments

x_data

The observed data

w

Vector of mixture weights

mu

Vector of marginal means

Lambda

Factor loadings

Sigma

\(K\times p\) matrix with each row containing the diagonal of the covariance matrix of the errors per cluster

z

Allocation vector

Author

Panagiotis Papastamoulis

Examples

	library('fabMix')
	data(waveDataset1500)
	x_data <- waveDataset1500[ 1:20, -1] # data
	z <-  waveDataset1500[ 1:20, 1]	# class
	p <- dim(x_data)[2]
	q <- 2
	K <- length(table(z))		# 3 classes
	# give some arbitrary values to the parameters:
	set.seed(1)
	w <- rep(1/K, K)
	mu <- array( runif(K * p), dim = c(K,p) )
	Lambda <- array( runif(K*p*q), dim = c(K,p,q) )
	Sigma <- matrix(1:K, nrow = K, ncol = p)
	# compute the complete.log.likelihood
	observed.log.likelihood0_Sj(x_data = x_data, w = w, 
		mu = mu, Lambda = Lambda, Sigma = Sigma, z = z)