matrixdist (version 1.1.9)

fit,MPHstar-method: Fit method for mph class

Description

Fit method for mph class

Usage

# S4 method for MPHstar
fit(
  x,
  y,
  weight = numeric(0),
  stepsEM = 1000,
  uni_epsilon = 1e-04,
  zero_tol = 1e-04,
  every = 100,
  plot = F,
  r = 1,
  replace = F
)

Value

An object of class MPHstar.

Arguments

x

An object of class MPHstar.

y

A matrix of marginal data.

weight

A matrix of marginal weights.

stepsEM

The number of EM steps to be performed, defaults to 1000.

uni_epsilon

The epsilon parameter for the uniformization method, defaults to 1e-4.

zero_tol

The smallest value that a reward can take (to avoid numerical instability), defaults to 1e-4.

every

The number of iterations between likelihood display updates. The originating distribution is used, given that there is no explicit density.

plot

Boolean that determines if the plot of the loglikelihood evolution is plotted, defaults to False.

r

The sub-sampling proportion for stochastic EM, defaults to 1.

replace

Boolean that determines if sub-sampling is done with replacement or not, defaults to False.

Examples

set.seed(123)
obj <- MPHstar(structure = "general")
data <- sim(obj, 100)
fit(obj, data, stepsEM = 20)