- 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)
- }
+ gam[i,r] = pi[r] * exp(-0.5*sum( (Y[i,]%*%rho[,,r]-X[i,]%*%phi[,,r])^2 ))
+ * det(rho[,,r])
+ sumLLH1 = sumLLH1 + gam[i,r] / (2*base::pi)^(m/2)
+ sumGamI = sumGamI + gam[i,r]
+ }
+ sumLogLLH2 = sumLogLLH2 + log(sumLLH1)
+ if(sumGamI > EPS) #else: gam[i,] is already ~=0
+ gam[i,] = gam[i,] / sumGamI
+ }
+
+ sumPen = sum(pi^gamma * b)
+ last_llh = llh
+ llh = -sumLogLLH2/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)