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2009 May 22
0
EM algorithm mixture of multivariate
.../sum(tau[,1]) sd2<-cov2/sum(tau[,2]) f1<-dmvnorm(y,mu1,sd1,log=FALSE) f2<-dmvnorm(y,mu2,sd2,log=FALSE) p<-alpha*f1+(1-alpha)*f2 L<-sum(log(p)) cat(iter,L,"\t",alpha,"\t",mu1,"\t",mu2,"\n") if (abs(L1-L)<eps) break L1<-L } denfin<-mixm(x,mu1,mu2,sd1,sd2,alpha) scatterplot3d(x[,1],x[,2],denfin, highlight.3d=TRUE, col.axis="blue", col.grid="lightblue",main="densità valori finali",angle=120, pch=20) return(list(alpha0=alpha0,alpha=alpha,mu1=mu1,mu2=mu2,sd1=sd1,sd2=sd2)) } em2mn(x) ###...
2009 May 22
0
EM algorithm mixture of multivariate gaussian
...1/sum(tau[,1]) sd2<-cov2/sum(tau[,2]) f1<-dmvnorm(y,mu1,sd1,log=FALSE) f2<-dmvnorm(y,mu2,sd2,log=FALSE) p<-alpha*f1+(1-alpha)*f2 L<-sum(log(p)) cat(iter,L,"\t",alpha,"\t",mu1,"\t",mu2,"\n") if (abs(L1-L)<eps) break L1<-L } denfin<-mixm(x,mu1,mu2,sd1,sd2,alpha) scatterplot3d(x[,1],x[,2],denfin, highlight.3d=TRUE, col.axis="blue", col.grid="lightblue",main="densità valori finali",angle=120, pch=20) return(list(alpha0=alpha0,alpha=alpha,mu1=mu1,mu2=mu2,sd1=sd1,sd2=sd2)) } em2mn(x) ###...