funcharts (version 1.8.0)

mixregfit_multivariate: Performs the estimation of gaussian mixtures of regression models and gaussian mixture models. Used in FMRCC_PhaseI.

Description

Performs the estimation of gaussian mixtures of regression models and gaussian mixture models. Used in FMRCC_PhaseI.

Usage

mixregfit_multivariate(
  y,
  x,
  k,
  init_met = "random",
  intercept = FALSE,
  eps = 1e-06,
  max_iter = 500,
  model_Sigma
)

Value

a list with the estimated parameters of the model

Arguments

y

a matrix with the scores of the response variable

x

a matrix with the scores of the covariates

k

the number of groups to consider in the model estimation

init_met

the method to initialize the model, it can be 'kmeans' or 'random'. Default is 'kmeans'

intercept

logical, if TRUE the model includes an intercept. Default is TRUE

eps

the convergence criterion. Default is 1e-6

max_iter

the maximum number of iterations. Default is 500

model_Sigma

the parametrization of the covariance. It can be 'VVV', 'EEE', 'VII' or 'EII', with no default