llgmm_opposite: Opposite Log-likelihood for Gaussian Mixture

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

Opposite Log-likelihood for Gaussian Mixture

Description

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

Usage

    llgmm_opposite( x, p )

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 center of i-th component and sigmai is the scale of i-th component.

Value

opposite log-likelihood (negated log-likelihood value)

Author(s)

Andrius Merkys

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