gmm_init_vector_quantile: Estimate Gaussian Mixture parameters using Expectation...

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

Estimate Gaussian Mixture parameters using Expectation Maximization.

Description

Estimate an initialization vector for Gaussian mixture fitting using (weighted) quantiles. Proportions and scales are set to equal, centers are placed at equispaced quantiles.

Usage

    gmm_init_vector_quantile( x, m, w = numeric() )

Arguments

x	data vector
m	number of mixture components
w	weight vector

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, 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.

Author(s)

Andrius Merkys

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