smm_init_vector: 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

Estimate an initialisation vector for Student's t mixture fitting via Expectation Maximisation. Proportions are set to be equal, centers are equispaced through the whole domain of input sample, concentrations and degrees of freedom are set to 1.

Usage

    smm_init_vector( x, n )

Arguments

x	data vector
n	number of mixture components

Value

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.

Author(s)

Andrius Merkys

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