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2007 May 11
0
EM covergence problem
...ncol = 3)
for(i in 1:3){
v1 = X%*%Beta[(i-1)*2+1:2]
v2 = Y%*%Beta[(i-1)*2+1:2]
p1 = exp(v1)/(exp(v1)+exp(v2))
p2 = exp(v2)/(exp(v1)+exp(v2))
probs[,i] = ifelse (D==0,log(p1),log(p2))
}
return (probs)
}
#H [individuals][class]
E_step = function(alpha,Beta){#calc posterior of H
tmpH = matrix(,nrow = 1000,ncol =3)
lprobs = logProbInd(Beta)
for(i in 1:3){#classes
tmpH[,i] = alpha[i]*exp(lprobs[,i])
}
H = tmpH /apply(tmpH,1,sum)
return( H)
}
M_step = function(H,Beta){
#first part use direct estimation
aita = apply(H,2,sum)/1000
opt.c = optim(Beta,Q2,H=H,method="...