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fpc (version 2.1-6)

piridge: Ridgeline Pi-function

Description

The Pi-function is given in (6) in Ray and Lindsay, 2005. Equating it to the mixture proportion yields locations of two-component Gaussian mixture density extrema.

Usage

piridge(alpha, mu1, mu2, Sigma1, Sigma2, showplot=FALSE)

Arguments

alpha
sequence of values between 0 and 1 for which the Pi-function is computed.
mu1
mean vector of component 1.
mu2
mean vector of component 2.
Sigma1
covariance matrix of component 1.
Sigma2
covariance matrix of component 2.
showplot
logical. If TRUE, the Pi-function is plotted against alpha.

Value

  • Vector of values of the Pi-function for values of alpha.

References

Ray, S. and Lindsay, B. G. (2005) The Topography of Multivariate Normal Mixtures, Annals of Statistics, 33, 2042-2065.

Examples

Run this code
q <- piridge(seq(0,1,0.1),c(1,1),c(2,5),diag(2),diag(2))

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