initialization of the EM algorithm
initSmallEM(k, X, Y, fast)number of components
matrix of covariates (of size n*p)
matrix of responses (of size n*m)
boolean to enable or not the C function call
a list with phiInit (the regression parameter reparametrized), rhoInit (the covariance parameter reparametrized), piInit (the proportion parameter is the mixture model), gamInit (the conditional expectation)