em_converged.m
上传用户:mozhenmi
上传日期:2008-02-18
资源大小:13k
文件大小:1k
- function [converged, decrease] = em_converged(loglik, previous_loglik, threshold)
- % EM_CONVERGED Has EM converged?
- % [converged, decrease] = em_converged(loglik, previous_loglik, threshold)
- %
- % We have converged if
- % |f(t) - f(t-1)| / avg < threshold,
- % where avg = (|f(t)| + |f(t-1)|)/2 and f is log lik.
- % threshold defaults to 1e-4.
- % This stopping criterion is from Numerical Recipes in C p423
- if nargin < 3
- threshold = 1e-4;
- end
- converged = 0;
- decrease = 0;
- if loglik - previous_loglik < -1e-3 % allow for a little imprecision
- fprintf(1, '******likelihood decreased from %6.4f to %6.4f!n', previous_loglik, loglik);
- decrease = 1;
- end
- delta_loglik = abs(loglik - previous_loglik);
- avg_loglik = (abs(loglik) + abs(previous_loglik) + eps)/2;
- if (delta_loglik / avg_loglik) < threshold, converged = 1; end