EM_mixt_normal: EM Algorithm for 1-dim. Mixtures of Normal Distribution

In utaka233/MixtNormalSB: 1-DIM. MIXTURES OF NORMAL DISTRIBUTIONS

Description

EM Algorithm for 1-dim. Mixtures of Normal Distribution

Usage

EM_mixt_normal(x, max_iter, tol, init_mu, init_sigma, init_ratio)

Arguments

x	<double vector> : sample
max_iter	<int scalar> : maximum number of iterations
tol	<double scalar> : tolerance
init_mu	<double vector> : initial values of population means
init_sigma	<double vector> : initial values of population sds
init_ratio	<double vector> : initial values of population ratio

Value

The output is the set (MLE of params, LL, estimated component of each sample point, n_iter).

utaka233/MixtNormalSB documentation built on May 11, 2019, 8:28 p.m.