sigma2decomp.Rd

\name{sigma2decomp}
\alias{sigma2decomp}
\title{
  Convert mixture component covariances to decomposition form.
}
\description{
  Converts a set of covariance matrices from representation as a 3-D array 
  to a parameterization by eigenvalue decomposition.
}
\usage{
sigma2decomp(sigma, G = NULL, tol = sqrt(.Machine$double.eps), \dots)
}
\arguments{
  \item{sigma}{
    Either a 3-D array whose [,,k]th component is the covariance matrix for the
    kth component in an MVN mixture model, or a single covariance
    matrix in the case that all components have the same covariance.
  }
  \item{G}{
    The number of components in the mixture. When 
    \code{sigma} is a 3-D array, the number of components
    can be inferred from its dimensions.
  }
  \item{tol}{
    Tolerance for determining whether or not the covariances have equal volume,
    shape, and or orientation. The default is the square root of the relative
    machine precision, \code{sqrt(.Machine$double.eps)}, which is about 
    \code{1.e-8}.
  }
  \item{\dots}{
    Catches unused arguments from an indirect or list call via \code{do.call}.
  }
}
\value{
  The covariance matrices for the mixture components in decomposition form,
  including the following components: 
  \item{modelName}{
    A character string indicating the infered model. The help file for
    \code{\link{mclustModelNames}} describes the available models.
   }
  \item{d}{
    The dimension of the data. 
  }
  \item{G}{
    The number of components in the mixture model. 
  }
  \item{scale}{
    Either a \emph{G}-vector giving the scale of the covariance (the
    \emph{d}th root of its determinant) for each component in the
    mixture model, or a single numeric value if the scale is the same
    for each component.
  }
  \item{shape}{
    Either a \emph{G} by \emph{d} matrix in which the \emph{k}th
    column is the shape of the covariance matrix (normalized to have
    determinant 1) for the \emph{k}th component, or a \emph{d}-vector
    giving a common shape for all components. 
  }
  \item{orientation}{
    Either a \emph{d} by \emph{d} by \emph{G} array whose
    \code{[,,k]}th entry is the orthonomal matrix whose columns are the
    eigenvectors of the covariance matrix of the \emph{k}th component,
    or a \emph{d} by \emph{d} orthonormal matrix if the mixture
    components have a common orientation. The \code{orientation} component of
    \code{decomp} can be omitted in spherical and diagonal models, for
    which the principal components are parallel to the coordinate axes
    so that the orientation matrix is the identity.  
  }
}

\seealso{
  \code{\link{decomp2sigma}}
}
\examples{
meEst <- meEEE(iris[,-5], unmap(iris[,5])) 
names(meEst$parameters$variance)
meEst$parameters$variance$Sigma

sigma2decomp(meEst$parameters$variance$Sigma, G = length(unique(iris[,5])))
}
\keyword{cluster}