llgmm_conservative {MixtureFitting} | R Documentation |
Log-likelihood for Gaussian Mixture
Description
Calculates log-likelihood for a given data vector using a Gaussian mixture distribution. This is a straightforward implementation, different from llgmm() in that that it does not detect and shortcut edge cases.
Usage
llgmm_conservative( x, p )
Arguments
x |
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 center of i-th component and sigmai is the scale of i-th component. |
Value
log-likelihood
Author(s)
Andrius Merkys
[Package MixtureFitting version 0.6.1 Index]