Computes the Gaussian MLE via EM-algorithm for missing data.
CovEM(x, tol=0.001, maxiter=1000)An S4 object of class CovRobMiss-class.
The output S4 object contains the following slots:
mu | Estimated location. Can be accessed via getLocation. |
S | Estimated scatter matrix. Can be accessed via getScatter. |
pmd | Squared partial Mahalanobis distances. Can be accessed via getDist. |
pmd.adj | Adjusted squared partial Mahalanobis distances. Can be accessed via getDistAdj. |
pu | Dimension of the observed entries for each case. Can be accessed via getDim. |
call | Object of class "language". Not meant to be accessed. |
x | Input data matrix. Not meant to be accessed. |
p | Column dimension of input data matrix. Not meant to be accessed. |
estimator | Character string of the name of the estimator used. Not meant to be accessed. |
a matrix or data frame. May contain missing values, but cannot contain columns with completely missing entries.
tolerance level for the maximum relative change of the estimates. Default is 0.001.
maximum iteration for the EM algorithm. Default is 1000.
Mike Danilov, Andy Leung andy.leung@stat.ubc.ca