getEpsilon: Calculate the relative difference between iterations of the negative
log-likelihoods.
Description
Maximum-likelihood estimates are approximated using the EM algorithm where
we treat mixture membership $delta_ij$ = 1 if $y_ij$ is generated from the
zero point mass as latent indicator variables. The log-likelihood in this
extended model is $(1-delta_ij) log f_count(y;mu_i,sigma_i^2 )+delta_ij log
pi_j(s_j)+(1-delta_ij)log (1-pi_j (sj))$. The responsibilities are defined
as $z_ij = pr(delta_ij=1 | data)$.
Usage
getEpsilon(nll, nllOld)
Arguments
nll
Vector of size M with the current negative log-likelihoods.
nllOld
Vector of size M with the previous iterations negative
log-likelihoods.
Value
Vector of size M of the relative differences between the previous
and current iteration nll.