rgmm: Random Sample of the Gaussian Mixture Distribution

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

Random Sample of the Gaussian Mixture Distribution

Description

Generates a random sample of the Gaussian mixture distribution.

Usage

    rgmm( n, p )

Arguments

n	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 location of i-th component, sigmai is the scale of i-th component.

Value

A vector.

Author(s)

Andrius Merkys

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