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fpc (version 2.1-6)

ridgeline: Ridgeline computation

Description

Computes (alpha*Sigma1^{-1}+(1-alpha)*Sigma2^{-1})^{-1}* alpha*(Sigma1^{-1}*mu1)+(1-alpha)*(Sigma2^{-1}*mu2)) as required for the computation of the ridgeline (Ray and Lindsay, 2005) to find all density extrema of a two-component Gaussian mixture with mean vectors mu1 and mu2 and covariance matrices Sigma1, Sigma2.

Usage

ridgeline(alpha, mu1, mu2, Sigma1, Sigma2)

Arguments

alpha
numeric between 0 and 1.
mu1
mean vector of component 1.
mu2
mean vector of component 2.
Sigma1
covariance matrix of component 1.
Sigma2
covariance matrix of component 2.

Value

  • A vector. See above.

References

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

Examples

Run this code
ridgeline(0.5,c(1,1),c(2,5),diag(2),diag(2))

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