smm_split_component: Split a component of Student's t-distribution in two.

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

Split a component of Student's t-distribution in two.

Description

Splits a component of Student's t-distribution mixture. Implemented according to Eqns. 30–36 of Chen et al. (2004).

Usage

    smm_split_component( p, alpha = 0.5, beta = 0.5, u = 0.5 )

Arguments

p

vector of Student's t mixture parameters. Structure of p vector is p = c( A1, A2, ..., An, mu1, mu2, ..., mun, k1, k2, ..., kn, ni1, ni2, ..., nin ), where n is number of mixture components, 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

Vector of parameters for resulting two-component mixture, whose structure is the same as of input parameter's p.

Author(s)

Andrius Merkys

References

Chen, S.-B. & Luo, B. Robust t-mixture modelling with SMEM algorithm Proceedings of 2004 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.04EX826), Institute of Electrical & Electronics Engineers (IEEE), 2004, 6, 3689–3694

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