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MGMM (version 0.3.1)

MixEMObj: EM Objective for a Mixture of MVNs.

Description

EM Objective for a Mixture of MVNs.

Usage

MixEMObj(cluster_sizes, pi, covs, resid_ops)

Arguments

cluster_sizes

Cluster sizes.

pi

Cluster proportions

covs

List of component covariances.

resid_ops

List of residual outer products.