X-Git-Url: https://git.auder.net/?p=valse.git;a=blobdiff_plain;f=pkg%2FR%2FEMGLLF.R;h=4c31bb504a8c6fc6a7f02de280a7ac4234566c4b;hp=dada0efea796be6def3ab3bf2f56ed30c57004b0;hb=6af1d4897dbab92a7be05068e0e15823378965d9;hpb=1196a43d961a95abc18d3c8e777e9a4e8233e562 diff --git a/pkg/R/EMGLLF.R b/pkg/R/EMGLLF.R index dada0ef..4c31bb5 100644 --- a/pkg/R/EMGLLF.R +++ b/pkg/R/EMGLLF.R @@ -1,6 +1,6 @@ #' EMGLLF #' -#' Run a generalized EM algorithm developped for mixture of Gaussian regression +#' Run a generalized EM algorithm developped for mixture of Gaussian regression #' models with variable selection by an extension of the Lasso estimator (regularization parameter lambda). #' Reparametrization is done to ensure invariance by homothetic transformation. #' It returns a collection of models, varying the number of clusters and the sparsity in the regression mean. @@ -18,12 +18,12 @@ #' @param eps real, threshold to say the EM algorithm converges, by default = 1e-4 #' @param fast boolean to enable or not the C function call #' -#' @return A list (corresponding to the model collection) defined by (phi,rho,pi,LLF,S,affec): -#' phi : regression mean for each cluster -#' rho : variance (homothetic) for each cluster -#' pi : proportion for each cluster -#' LLF : log likelihood with respect to the training set -#' S : selected variables indexes +#' @return A list (corresponding to the model collection) defined by (phi,rho,pi,llh,S,affec): +#' phi : regression mean for each cluster, an array of size p*m*k +#' rho : variance (homothetic) for each cluster, an array of size m*m*k +#' pi : proportion for each cluster, a vector of size k +#' llh : log likelihood with respect to the training set +#' S : selected variables indexes, an array of size p*m*k #' affec : cluster affectation for each observation (of the training set) #' #' @export