mstep1 function

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

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

mstep1(Y, Tau, Pi, mu, g)

Arguments

• Y: A N x p data matrix.
• Tau: An N x G matrix of posterior group membership probabilities.
• Pi: A g vector of group probabilities.
• mu: A p x g matrix containing the mean for each group.
• g: The number of groups currently being fitted.

Details

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

Returns

A list containing - Pi: A g vector of group probabilities

• Mu: A p x g matrix each column of which contains a group mean.

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