- Gam[i,r] = pi[r] * exp(-0.5*sqNorm2[r]) * det(rho[,,r])
- sumLLF1 = sumLLF1 + Gam[i,r] / (2*base::pi)^(m/2)
- }
- sumLogLLF2 = sumLogLLF2 + log(sumLLF1)
- sumGamI = sum(Gam[i,])
- if(sumGamI > EPS)
- gam[i,] = Gam[i,] / sumGamI
- else
- gam[i,] = rep(0,k)
- }
-
- sumPen = sum(pi^gamma * b)
- LLF[ite] = -sumLogLLF2/n + lambda*sumPen
- dist = ifelse( ite == 1, LLF[ite], (LLF[ite]-LLF[ite-1]) / (1+abs(LLF[ite])) )
- Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
- Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
- Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )
- dist2 = max(Dist1,Dist2,Dist3)
-
- ite = ite+1
- }
-
- affec = apply(gam, 1, which.max)
- return(list("phi"=phi, "rho"=rho, "pi"=pi, "LLF"=LLF, "S"=S, "affec" = affec ))
+ gam[i,r] = pi[r]*exp(-0.5*sum((Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2))*detRho[r]
+ sumGamI = sumGamI + gam[i,r]
+ }
+ sumLogLLH = sumLogLLH + log(sumGamI) - log((2*base::pi)^(m/2))
+ if (sumGamI > EPS) #else: gam[i,] is already ~=0
+ gam[i,] = gam[i,] / sumGamI
+ }
+
+ sumPen = sum(pi^gamma * b)
+ last_llh = llh
+ llh = -sumLogLLH/n + lambda*sumPen
+ dist = ifelse( ite == 1, llh, (llh-last_llh) / (1+abs(llh)) )
+ Dist1 = max( (abs(phi-Phi)) / (1+abs(phi)) )
+ Dist2 = max( (abs(rho-Rho)) / (1+abs(rho)) )
+ Dist3 = max( (abs(pi-Pi)) / (1+abs(Pi)) )
+ dist2 = max(Dist1,Dist2,Dist3)
+
+ if (ite >= mini && (dist >= tau || dist2 >= sqrt(tau)))
+ break
+ }
+
+ affec = apply(gam, 1, which.max)
+ list( "phi"=phi, "rho"=rho, "pi"=pi, "llh"=llh, "S"=S, "affec"=affec )