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decomp2sigma(d, G, scale, shape, orientation, ...)
[,,k]
th
entry is the orthonomal matrix whose columns are the eigenvectors
of the covariance matrix of the kth component, or a
d by d orthonormado.call
.[,,k]
th component is the
covariance matrix of the kth component in an MVN mixture model.C. Fraley and A. E. Raftery (2006, revised 2010). MCLUST Version 3 for R: Normal Mixture Modeling and Model-Based Clustering, Technical Report no. 504, Department of Statistics, University of Washington.
sigma2decomp
meEst <- meVEV(iris[,-5], unmap(iris[,5]))
names(meEst)
meEst$parameters$variance
dec <- meEst$parameters$variance
decomp2sigma(d=dec$d, G=dec$G, shape=dec$shape, scale=dec$scale,
orientation = dec$orientation)
do.call("decomp2sigma", dec) ## alternative call
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