Usage
mixglasso_ncomp_fixed(x, n.comp, lambda = sqrt(2 * nrow(x) * log(ncol(x)))/2,
pen = "glasso.parcor", init = "kmeans.hc", my.cl = NULL,
modelname.hc = "VVV", nstart.kmeans = 1, iter.max.kmeans = 10,
term = 10^{ -3 }, min.compsize = 5, ...)Arguments
n.comp
Number of mixture components
lambda
Regularization parameter. Default=sqrt(2*n*log(p))/2
pen
Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor
init
Initialization. Method used for initialization
init={'cl.init','r.means','random','kmeans','kmeans.hc','hc'}. Default='kmeans'
my.cl
Initial cluster assignments;
need to be provided if init='cl.init' (otherwise this param is ignored). Default=NULL
modelname.hc
Model class used in hc. Default="VVV"
nstart.kmeans
Number of random starts in kmeans; default=1
iter.max.kmeans
Maximal number of iteration in kmeans; default=10
term
Termination criterion of EM algorithm. Default=10^-3
min.compsize
Stop EM if any(compsize)
...
Other arguments. See mixglasso_init