mvn {mclust} | R Documentation

## Multivariate Normal Fit

### Description

Computes the mean, covariance, and loglikelihood from fitting a single MVN or Gaussian to given data.

### Usage

    mvn( modelName, data)

### Arguments

`modelName` | A character string representing a model name. This can be either `"Spherical"`, `"Diagonal"`, or `"Ellipsoidal"` or an MCLUST-style model name: "E", "V", "X" (one-dimensional) "EII", "VII", "XII" (spherical) "EEI", "VEI", "EVI", "VVI", "XXI" (diagonal) "EEE", "EEV", "VEV", "VVV", "XXX" (ellipsoidal)
`data` | A numeric vector, matrix, or data frame of observations. Categorical variables are not allowed. If a matrix or data frame, rows correspond to observations and columns correspond to variables.

### Value

A list of including the parameters of the Gaussian model best fitting the data, and the corresponding loglikelihood for the data under the model.

### References

C. Fraley and A. E. Raftery (2002a). Model-based clustering, discriminant analysis, and density estimation. Journal of the American Statistical Association 97:611-631. See http://www.stat.washington.edu/mclust.

C. Fraley and A. E. Raftery (2002b). MCLUST:Software for model-based clustering, density estimation and discriminant analysis. Technical Report, Department of Statistics, University of Washington. See http://www.stat.washington.edu/mclust.

### See Also

`mvnX`, `mvnXII`, `mvnXXI`, `mvnXXX`, `mstep`

### Examples

    n <- 1000

    set.seed(0)
    x <- rnorm(n, mean = -1, sd = 2)
    mvn(modelName = "X", x)

    mu <- c(-1, 0, 1)

    set.seed(0)
    x <- sweep(matrix(rnorm(n*3), n, 3) %*% (2*diag(3)),
               MARGIN = 2, STATS = mu, FUN = "+")
    mvn(modelName = "XII", x)
    mvn(modelName = "Spherical", x)

    set.seed(0)
    x <- sweep(matrix(rnorm(n*3), n, 3) %*% diag(1:3),
               MARGIN = 2, STATS = mu, FUN = "+")
    mvn(modelName = "XXI", x)
    mvn(modelName = "Diagonal", x)

    Sigma <- matrix(c(9,-4,1,-4,9,4,1,4,9), 3, 3)
    set.seed(0)
    x <- sweep(matrix(rnorm(n*3), n, 3) %*% chol(Sigma),
               MARGIN = 2, STATS = mu, FUN = "+")
    mvn(modelName = "XXX", x)
    mvn(modelName = "Ellipsoidal", x)

[Package mclust version 2.1-8 Index]