conditional: Conditionalize a Gaussian mixture model
Description
This function conditionalizes a Gaussian mixture model (Sun et al.,
2006).
Usage
conditional(gmm, y = rownames(gmm$mu)[1])
Value
A list with elements:
alpha
A numeric vector containing the mixture proportions.
mu_x
A numeric matrix containing the marginal mean vectors of the
explanatory variables bound by column.
sigma_x
A list containing the marginal covariance matrices of the
explanatory variables.
coeff
A list containing the regression coefficient matrices of
the dependent variables on the explanatory variables.
sigma_c
A list containing the conditional covariance matrices.
Arguments
gmm
An object of class gmm.
y
A character vector containing the dependent variables (by default
the first variable of gmm).
References
Sun, S., Zhang, C. and Yu, G. (2006). A Bayesian Network Approach
to Traffic Flow Forecasting. IEEE Transactions on Intelligent
Transportation Systems, 7(1):124--132.