Displaying 2 results from an estimated 2 matches for "ycen2".
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scen2
2009 May 22
0
EM algorithm mixture of multivariate
...1<-mu01
mu2<-mu02
sd1<-sd01
sd2<-sd02
for (iter in 1:itermax)
{
#passo E
for (i in 1:n) {
tau[i,1]<-(alpha*f1[i])/p[i]
tau[i,2]<-((1-alpha)*f2[i])/p[i]
}
#passo M
alpha= mean(tau[,1])
mu1=colSums(tau[,1]*y)/sum(tau[,1])
mu2=colSums(tau[,2]*y)/sum(tau[,2])
ycen1<-(y-mu1)
ycen2<-(y-mu2)
cov1<-matrix(0,2,2)
cov2<-matrix(0,2,2)
for (i in 1:n){
cov1<-cov1+ (tau[i,1]*(ycen1[i,])%*%t(ycen1[i,]))
cov2<-cov2+ (tau[i,2]*(ycen2[i,])%*%t(ycen2[i,]))
}
# w1<-sqrt(tau[,1])
# w2<-sqrt(tau[,2])
# ywei1<-w1*ycen1
# ywei2<-w2*ycen2
sd1<-cov1/sum(tau[,1])...
2009 May 22
0
EM algorithm mixture of multivariate gaussian
...1<-mu01
mu2<-mu02
sd1<-sd01
sd2<-sd02
for (iter in 1:itermax)
{
#passo E
for (i in 1:n) {
tau[i,1]<-(alpha*f1[i])/p[i]
tau[i,2]<-((1-alpha)*f2[i])/p[i]
}
#passo M
alpha= mean(tau[,1])
mu1=colSums(tau[,1]*y)/sum(tau[,1])
mu2=colSums(tau[,2]*y)/sum(tau[,2])
ycen1<-(y-mu1)
ycen2<-(y-mu2)
cov1<-matrix(0,2,2)
cov2<-matrix(0,2,2)
for (i in 1:n){
cov1<-cov1+ (tau[i,1]*(ycen1[i,])%*%t(ycen1[i,]))
cov2<-cov2+ (tau[i,2]*(ycen2[i,])%*%t(ycen2[i,]))
}
# w1<-sqrt(tau[,1])
# w2<-sqrt(tau[,2])
# ywei1<-w1*ycen1
# ywei2<-w2*ycen2
sd1<-cov1/sum(tau[,1])...