Hi,
I am trying to understand how the functions em() and me() from the
mclust package work. I cannot make sense of what the algorithm
returns. Here is a basic, simple example:
#########################################
# two bivariate normals, centered at (-5,0) and (5,0), with Id
covariance
x1 = cbind(rep(-5, 100), rep(0, 100)) + matrix(rnorm(100*2), 100, 2)
x2 = cbind(rep(5, 100), rep(0, 100)) + matrix(rnorm(100*2), 100, 2)
x = rbind(x1,x2)
plot(x[,1],x[,2])
library(mclust)
# start with equal chance of belonging to any of the two classes
out = me(modelName = 'EEE', data = x, z = 1/2*matrix(rep(1,200*2),
200, 2))
out$parameters
# the algorithm does not recover the actual parameters!
#########################################
In particular, each time the algorithm returns the same mean for both
populations!
I also tried the em() function with an initialization given by mstep
(), just as in the example in help(em).
Please let me know. Thanks.
Ery Arias-Castro
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