Fitting robust Gaussian Mixture Model

Fitting robust Gaussian Mixture Model

robustGMM(
  x,
  lambda = NULL,
  mu = NULL,
  sigma = NULL,
  beta = 0.2,
  tol = 1e-06,
  maxiter = 1000,
  verbose = FALSE,
  keep.data = FALSE
)

Arguments

x

`numeric(n)` - A numeric vector of observations

lambda

`numeric` - Vector of mixing proportions of each normal component

mu

`numeric` - Vector of means of each normal component

sigma

`numeric` - Vector of standard deviations of each normal component

beta

`numeric(1)` - parameter corresponds to the beta-divergence induced likelihood

maxiter

Max iteration

keep.data