Variational Bayes Maximisation step

Variational Bayes Maximisation step

VB_GMM_Maximisation(X, q_post, prior)

Arguments

X

n x p data matrix (or data frame that will be converted to a matrix).

q_post

A list of the fitted posterior Q family at iteration t-1.

prior

Prior for the GMM parameters.

Value

A list of the fitted posterior Q family after the M step at iteration t.