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updog (version 1.2.0)

uni_obj_const: Objective function optimized by uni_em_const.

Description

Objective function optimized by uni_em_const.

Usage

uni_obj_const(pivec, alpha, weight_vec, lmat, lambda)

Arguments

pivec

The current parameters.

alpha

The mixing weight for the uniform component. This should be small (say, less tahn 10^-3).

weight_vec

A vector of weights. Each element of weight_vec corresponds to a column of lmat.

lmat

A matrix of inner weights. The columns are the "individuals" and the rows are the "classes."

lambda

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.

Value

The objective optimized by uni_em_const during that separate unimodal EM algorithm.