optim.gene.norm {LCAextend}

performs the M step for measurement density parameters in multinormal case

Package:

LCAextend

Version:

1.2

Description

Estimates the mean mu and parameters of the variance-covariance matrix sigma of a multinormal distribution for the measurements with general variance-covariance matrices distinct for each class.

Usage

optim.gene.norm(y, status, weight, param, x = NULL, var.list = NULL)

Arguments

y: a matrix of continuous measurements (only for symptomatic subjects),
status: symptom status of all individuals,
weight: a matrix of n times K of individual weights, where n is the number of individuals and K is the total number of latent classes in the model,
param: a list of measurement density parameters, here is a list of mu and sigma,
x: a matrix of covariates (optional). Default id NULL,
var.list: a list of integers indicating which covariates (taken from x) are used for a given type of measurement.

Details

The values of explicit estimators are computed for both mu and sigma. This is the general case, the variance-covariance matrices sigma of the different classes are distinct and unconstrained. Treatment of covariates is not yet implemented, and any provided covariate value will be ignored.

Values

The function returns a list of estimated parameters param.

Examples

#data
data(ped.cont)
status <- ped.cont[,6]
y <- ped.cont[,7:ncol(ped.cont)]
data(peel)
#probs and param
data(probs)
data(param.cont)
#e step
weight <- e.step(ped.cont,probs,param.cont,dens.norm,peel,x=NULL,
                 var.list=NULL,famdep=TRUE)$w
weight <- matrix(weight[,1,1:length(probs$p)],nrow=nrow(ped.cont),
                 ncol=length(probs$p))
#the function
optim.gene.norm(y[status==2,],status,weight,param.cont,x=NULL,
                 var.list=NULL)

Documentation reproduced from package LCAextend, version 1.2. License: GPL