cmm_fit_hwhm_spline_deriv: Estimate Cauchy Mixture Parameters Using Derivatives and...

In merkys/MixtureFitting: Fitting of Univariate Mixture Distributions to Data using Various Approaches

Estimate Cauchy Mixture Parameters Using Derivatives and Half-Width at Half-Maximum Method.

Description

Estimate Cauchy mixture parameters using derivatives and half-width at half-maximum (HWHM) method. The method smooths the histogram before attempting to locate the modes. Then it describes them using HWHM.

Usage

    cmm_fit_hwhm_spline_deriv( x, y )

Arguments

x	data vector
y	response vector for x

Value

Parameter vector of 3*n parameters, where n is number of mixture components. Structure of p vector is p = c( A1, A2, ..., An, mu1, mu2, ..., mun, gamma1, gamma2, ..., gamman ), where Ai is the proportion of i-th component, mui is the center of i-th component and gammai is the Cauchy scale of i-th component.

Author(s)

Andrius Merkys

merkys/MixtureFitting documentation built on July 5, 2025, 5:43 a.m.