dgmm: Density of The Gaussian Mixture Distribution

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

Density of The Gaussian Mixture Distribution

Description

Density function for the Gaussian mixture distribution.

Usage

    dgmm( x, p, normalise_proportions = FALSE, restrict_sigmas = FALSE, implementation = "C" )

Arguments

x	data vector
p	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, sigma1, sigma2, ..., sigman ), where Ai is the proportion of i-th component, mui is the location of i-th component, sigmai is the scale of i-th component.
normalise_proportions	if TRUE, make component proportions sum up to 1 by dividing each one of them by their sum (R implementation only).
restrict_sigmas	if TRUE, skip components with scales less or equal to zero (R implementation only).
implementation	flag to switch between C (default) and R implementations.

Value

A vector.

Author(s)

Andrius Merkys

merkys/MixtureFitting documentation built on May 25, 2024, 9:01 a.m.