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.