pssd: Penalized Sum of Squared Differences Using Gaussian Mixture...

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

Penalized Sum of Squared Differences Using Gaussian Mixture Distribution

Description

Given two vectors of same length and a Gaussian mixture, calculate the penalized sum of squared differences (SSD) between the first vector and Gaussian mixture densities measured at points from second vector. Penalties are included for proportions and scales that are less than or equal to 0.

Usage

    pssd( x, y, p )

Arguments

x	data vector
y	response 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.

Value

Penalized sum of squared differences.

Author(s)

Andrius Merkys

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