uni_em_const
.Objective function optimized by uni_em_const
.
uni_obj_const(pivec, alpha, weight_vec, lmat, lambda)
The current parameters.
The mixing weight for the uniform component. This should be small (say, less tahn 10^-3).
A vector of weights. Each element of weight_vec
corresponds
to a column of lmat
.
A matrix of inner weights. The columns are the "individuals" and the rows are the "classes."
A vector of penalties on the pi's (corresponding to the rows
of lmat
).
This can either be of length 1, in which case the same penalty is applied
to each of the pi's. Or it can be the same length of pivec
, in
which case a different penalty is applied to each of the pi's. Larger
penalties generally increase the value of the pi's, not shrink them.
The objective optimized by uni_em_const
during
that separate unimodal EM algorithm.