mixglasso_init {nethet} | R Documentation

## mixglasso_init

### Description

mixglasso_init (initialization and lambda set by user)

### Usage

    mixglasso_init(x, n.comp, lambda, u.init, mix.prob.init, gamma = 0.5,
      pen = "glasso.parcor", penalize.diagonal = FALSE, term = 10^{
      -3 }, miniter = 5, maxiter = 1000, min.compsize = 5,
      show.trace = FALSE)

### Arguments

`x` | Input data matrix
`n.comp` | Number of mixture components
`lambda` | Regularization parameter
`u.init` | Initial responsibilities
`mix.prob.init` | Initial component probablities
`gamma` | Determines form of penalty
`pen` | Determines form of penalty: glasso.parcor (default), glasso.invcov, glasso.invcor
`penalize.diagonal` | Should the diagonal of the inverse covariance matrix be penalized ? Default=FALSE (recommended)
`term` | Termination criterion of EM algorithm. Default=10^-3
`miniter` | Minimal number of EM iteration before 'stop EM if any(compsize)<min.compsize' applies. Default=5
`maxiter` | Maximal number of EM iteration. Default=1000
`min.compsize` | Stop EM if any(compsize)<min.compsize; Default=5
`show.trace` | Should information during execution be printed ? Default=FALSE

### Details

This function runs mixglasso; requires initialization (u.init,mix.prob.init)

### Value

list consisting of

`mix.prob` | Component probabilities
`Mu` | Component specific mean vectors
`Sig` | Component specific covariance matrices
`SigInv` | Component specific inverse covariance matrices
`iter` | Number of EM iterations
`loglik` | Log-likelihood
`bic` | -loglik+log(n)*DF/2
`mmdl` | -loglik+penmmdl/2
`u` | Component responsibilities
`comp` | Component assignments
`compsize` | Size of components
`pi.comps` | Component probabilities
`warn` | Warnings during EM algorithm

### Author(s)

n.stadler

[Package nethet version 1.24.0 Index]