AdaptGauss (version 1.2.0)

LikelihoodRatio4Mixtures: Likelihood Ratio for Gaussian Mixtures

Description

Computes the likelihood ratio for two Gaussian Mixture Models.

Usage

LikelihoodRatio4Mixtures(Data,NullMixture,OneMixture,PlotIt,LowerLimit,UpperLimit)

Arguments

Data

Data points.

NullMixture

A Matrix: cbind(Means0,SDs0,Weights0) or cbind(Means0,SDs0,Weights0,IsLog0). The null model; usually with less Gaussians than the OneMixture

OneMixture

A Matrix: cbind(Means1,SDs1,Weights1) or cbind(Means1,SDs1,Weights1,IsLog1). The alternative model usually with more Gaussians than the OneMixture.

PlotIt

Optional: zero or one. o a Plot of the compared cdf's and the KS-test distribution (Diff)

LowerLimit

Optional: test only for Data >= LowerLimit, Default = min(Data) i.e all Data.

UpperLimit

Optional: test only for Data

Value

• List with
• Pvalue
  the error that we make, if we accept OneMixture as the better Model over the NullMixture
• NullLogLikelihood
  log likelihood of GMM Null
• OneLogLikelihood
  log likelihood of GMM One