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MGMM (version 0.3.1)

fit.mvn.miss: Estimation for a Single Component Multivariate Normal with Missingness.

Description

Estimation for a Single Component Multivariate Normal with Missingness.

Usage

fit.mvn.miss(data, init_mean, fix_mean, init_cov, maxit, eps, report)

Arguments

data

Numeric data matrix.

init_mean

Optional initial mean vector.

fix_mean

Fix the means to their starting value? Must initialize.

init_cov

Optional initial covariance matrix.

maxit

Maximum number of EM iterations.

eps

Minimum acceptable increment in the EM objective.

report

Report fitting progress?

Value

List containing the final `Mean`, `Covariance`, EM `Objective` and a `Completed` data matrix.