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.