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gmmsslm (version 1.1.5)

loglk_miss: Log likelihood function formed on the basis of the missing-label indicator

Description

Log likelihood for partially classified data based on the missing mechanism with the Shanon entropy

Usage

loglk_miss(dat, zm, pi, mu, sigma, xi)

Value

lk

loglikelihood value

Arguments

dat

An \(n\times p\) matrix where each row represents an individual observation

zm

An n-dimensional vector containing the class labels including the missing-label denoted as NA.

pi

A g-dimensional vector for the initial values of the mixing proportions.

mu

A \(p \times g\) matrix for the initial values of the location parameters.

sigma

A \(p\times p\) covariance matrix,or a list of g covariance matrices with dimension \(p\times p \times g\). It is assumed to fit the model with a common covariance matrix if sigma is a \(p\times p\) covariance matrix; otherwise it is assumed to fit the model with unequal covariance matrices.

xi

A 2-dimensional vector containing the initial values of the coefficients in the logistic function of the Shannon entropy.

Details

The log-likelihood function formed on the basis of the missing-label indicator can be expressed by $$ \log L_{PC}^{({miss})}(\theta,\boldsymbol{\xi})=\sum_{j=1}^n\big[ (1-m_j)\log\left\lbrace 1-q(y_j;\theta,\boldsymbol{\xi})\right\rbrace +m_j\log q(y_j;\theta,\boldsymbol{\xi})\big], $$ where \(q(y_j;\theta,\boldsymbol{\xi})\) is a logistic function of the Shannon entropy \(e_j(y_j;\theta)\), and \(m_j\) is a missing label indicator.