llsmm: Log-likelihood for Student's t Mixture

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

Log-likelihood for Student's t Mixture

Description

Calculates log-likelihood for a given data vector using a Student's t mixture distribution.

Usage

    llsmm( x, p )

Arguments

x	data vector
p	parameter vector of 4*n parameters, where n is number of mixture components. Structure of p vector is p = c( A1, A2, ..., An, mu1, mu2, ..., mun, k1, k2, ..., kn, ni1, ni2, ..., nin ), where Ai is the proportion of i-th component, mui is the center of i-th component, ki is the concentration of i-th component and nii is the degrees of freedom of i-th component.

Value

log-likelihood

Author(s)

Andrius Merkys

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