lambda {mixtools} | R Documentation |
Local Estimation for Lambda in Mixtures of Regressions
Description
Return local estimates of the mixing proportions from each component of a mixture of regressions model using output from an EM algorithm.
Usage
lambda(z, x, xi, h = NULL, kernel = c("Gaussian", "Beta",
"Triangle", "Cosinus", "Optcosinus"), g = 0)
Arguments
z |
An nxk matrix of posterior probabilities obtained from the EM algorithm. |
x |
A vector of values for which the local estimation is calculated. |
xi |
An nx(p-1) matrix of the predictor values. |
h |
The bandwidth controlling the size of the window used for the local estimation. |
kernel |
The type of kernel to be used for the local estimation. |
g |
A shape parameter required for the symmetric beta kernel. The default
is |
Value
lambda
returns local estimates of the mixing proportions for the inputted
x
vector.
Note
lambda
is for use within regmixEM.loc
.