sigma2decomp(sigma, G, tol, ...)
sigma
is a 3-D array, the number of components
can be inferred from its dimensions.sqrt(.Machine$double.eps)
,
which is about 1.e-8
do.call
call.[,,k]
th entry is the orthonomal matrix of eigenvectors of
the covariance matrix of the kth component, or a d
by d orthonormal matrix if the mixture components have a
common orientation. The orientation
component of
decomp
can be omitted in spherical and diagonal models, for
which the principal components are parallel to the coordinate axes
so that the orientation matrix is the identity.decomp2sigma
data(iris)
irisMatrix <- as.matrix(iris[,1:4])
irisClass <- iris[,5]
meEst <- meEEE(irisMatrix, unmap(irisClass))
names(meEst)
meEst$sigma
sigma2decomp(meEst$sigma)
do.call("sigma2decomp", meEst) ## alternative call
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