mixSQP function

Estimate mixture proportions of a mixture model using mix-SQP algorithm.

Estimate mixture proportions of a mixture model using mix-SQP algorithm.

mixSQP(matrix_lik, prior, pi_init = NULL, control = list(), weights = NULL)

Arguments

  • matrix_lik: A matrix containing the conditional likelihood values, possibly normalized.
  • prior: A vector of the parameters of the Dirichlet prior on the mixture weights.
  • pi_init: The initial estimate of the mixture weights.
  • control: A list of settings for the mix-SQP optimization algorithm; see mixsqp for details.
  • weights: The weights to be assigned to the observations. Must be a vector of length equal the number of rows of matrix_lik. If weights = NULL, all observations are assigned the same weight.

Returns

A list object including the estimates (pihat) and a flag (control) indicating convergence success or failure.

  • Maintainer: Peter Carbonetto
  • License: GPL (>= 3)
  • Last published: 2023-08-21