estep1 function

First E step of the AECM algorithm when fitting a mixture of PPCA models.

Internal function required for fitting a mixture of PPCA models. 1.1

estep1(Y, Tau, Pi, mu, W, Sig, g, p, reset)

Arguments

• Y: A N x p data matrix.
• Tau: A N x G matrix of posterior group membership probabilities.
• Pi: A G vector of mixing proportions.
• mu: A p x G matrix containing the mean for each group.
• W: An p x q x G array of loadings for each group.
• Sig: A scalar; the error covariance.
• g: The number of groups currently being fitted.
• p: Number of spectral bins in the NMR spectra.
• reset: Logical indicating computational instability.

Details

First E step of the AECM algorithm when fitting a mixture of PPCA models. An internal function.

Returns

A list containing - Tau: The N x G matrix of posterior group membership probablities.

• logTau: An N x G matrix of the log of the numerator of posterior group membership probablities.

• reset: Logical indicating computational instability.

References

Nyamundanda, G., Gormley, I.C. and Brennan, L. (2010) Probabilistic principal components analysis for metabolomic data. Technical report. University College Dublin, Ireland.

Author(s)

Nyamundanda Gift, Isobel Claire Gormley and Lorraine Brennan

Note

An internal function.

See Also

mppca.metabol