smm_fit_em: Estimate Student's t Mixture parameters using Expectation...

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

Estimate Student's t Mixture parameters using Expectation Maximisation.

Description

Estimates parameters for Student's t mixture using Expectation Maximisation algorithm. Calls smm_fit_em_APK10().

Usage

    smm_fit_em( x, p, ... )

Arguments

x	data vector
p	initialisation 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.
...	additional arguments passed to smm_fit_em_GNL08().

Value

Vector of mixture parameters, whose structure is the same as of input parameter's p.

Author(s)

Andrius Merkys

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