Estep_simultanee computes posterior probabilities and incomplete-data log-likelihood for mixture models

Estep_simultanee computes posterior probabilities and incomplete-data log-likelihood for mixture models

Estep_simultanee(logdensity, phi, eps = 1e-09)

Arguments

logdensity

is a K*P matrix containing the conditional log-densities for each segment

phi

a list containing the parameters of the mixture

eps

eps

Value

a list with tau a K*P matrix, tau kj is the posterior probability for segment k to belong to class j and lvinc, the incomplete log likelihood P(X=x)