MGMM (version 0.3.1)

fit.mvn.miss.update: Parameter Update for Single Component Multivariate Normal with Missingness.

Description

Parameter Update for Single Component Multivariate Normal with Missingness.

Usage

fit.mvn.miss.update(split_data, theta, fix_mean)

Arguments

split_data

Data partitioned by missingness.

theta

List containing the current `mean` and `cov`.

fix_mean

Fix the mean to its starting value? Must initialize.

Value

List containing:

• The updated `mean` and `cov`.

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

• The increase in the EM objective `delta`.