estimates the variational posterior distribution of a MPPCA on a data set. A lower bound is calculated and monitored at each iteration. This posterior can be used for various purposes (e.g. MC proposal distribution). It can be transformed using mppcaToGmm and subMppca, outputing a GMM.
# for packaging needs, a low amount of initial components (ie 10) was used.# A larger amount may be used for better results.temp <- mppca(pendat, 10, maxit=20, qmax=8)