cmm_init_vector: Estimate Cauchy Mixture parameters using Expectation...

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

Estimate Cauchy Mixture parameters using Expectation Maximization.

Description

Estimate an initialization vector for Cauchy mixture fitting via Expectation Maximization. Proportions are set to equal, centers are equispaced through the whole domain of input sample, and scales are set to 1.

Usage

    cmm_init_vector( x, m, implementation = "C" )

Arguments

x	data vector
m	number of mixture components
implementation	flag to switch between C (default) and R implementations.

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.