GaussianMixtureCdf: Distribution function of a mixture of Gaussian univariate...

In GaussianHMM1d: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

Distribution function of a mixture of Gaussian univariate distributions

Description

This function computes the distribution function of a mixture of Gaussian univariate distributions

Usage

GaussianMixtureCdf(x, mu, sigma, w)

Arguments

x	Points at which the distribution function is comptuted (nx1);
mu	vector of means for each regime (r x 1);
sigma	vector of standard deviations for each regime (r x 1);
w	vector of the probability of each regime (r x r).

Value

F	values of the distribution function

Author(s)

Bouchra R Nasri and Bruno N Rémillard, January 31, 2019

Examples

mu <- c(-0.3 ,0.7) ; sigma <- c(0.15,0.05); w <-c(0.8, 0.2);
x <- seq(-1, 1, by = 0.01)
F <- GaussianMixtureCdf(x,mu,sigma,w)
plot(x,F,type="l")

GaussianHMM1d documentation built on July 9, 2023, 6:52 p.m.