dcgmm: Density of The Cauchy-Gaussian Distribution

In merkys/MixtureFitting: Fitting of univariate mixture distributions to data using various approaches

Density of The Cauchy-Gaussian Distribution

Description

Density function for the Cauchy-Gaussian distribution, according to Eqn. 2 of Swami (2000).

Usage

    dcgmm( x, p )

Arguments

x

data vector

p

parameter vector of 5*n parameters, where n is number of mixture components. Structure of p vector is p = c( A1, A2, ..., An, e1, e2, ..., en, mu1, mu2, ..., mun, gamma1, gamma2, ..., gamman, sigma1, sigma2, ..., sigman ), where Ai is the proportion of i-th component, ei is the proportion of Cauchy subcomponent of i-th component, mui is the center of i-th component, gammai is the Cauchy concentration of i-th component and sigmai is the Gaussian standard deviation of i-th component.

Value

A vector.

Author(s)

Andrius Merkys

References

Swami, A. Non-Gaussian mixture models for detection and estimation in heavy-tailed noise 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.00CH37100), 2000, 6, 3802-3805

merkys/MixtureFitting documentation built on Feb. 26, 2023, 5:21 p.m.