llcmm: Log-likelihood for Cauchy Mixture

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

Log-likelihood for Cauchy Mixture

Description

Calculates log-likelihood for a given data vector using a Cauchy mixture distribution.

Usage

    llcmm( x, p, 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, 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.
implementation	flag to switch between C (default) and R implementations.

Value

log-likelihood

Author(s)

Andrius Merkys

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