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MGMM (version 0.3.1)

fit.mix.miss.update: Parameter Update for Mixutre of MVNs with Missingness.

Description

Parameter Update for Mixutre of MVNs with Missingness.

Usage

fit.mix.miss.update(split_data, theta, fix_means)

Arguments

split_data

Data partitioned by missingness.

theta

List containing the current `means`, `covs`, `pi`, and `gamma`.

fix_means

Fix the mean to its starting value? Must initialize.

Value

List containing:

  • The updated `mean`, `cov`, `pi`, and `gamma`.

  • The initial `old_obj` and final `new_obj` EM objective.

  • The increase in the EM objective `delta`.