AdaptGauss (version 1.2.0)

Pdf4Mixtures: Calculates pdf for GMM

Description

Calculate Gaussianthe probability density function for a Mixture Model

Usage

Pdf4Mixtures(Data, Means, SDs, Weights,IsLogDistribution,PlotIt)

Arguments

Data

vector (1:N) of data points

Means

vector[1:L] of Means of Gaussians (of GMM),L == Number of Gaussians

SDs

vector of standard deviations, estimated Gaussian Kernels, has to be the same length as Means

Weights

vector of relative number of points in Gaussians (prior probabilities), has to be the same length as Means

IsLogDistribution

Optional, ==1 if distribution(i) is a LogNormal, default vector of zeros of length 1:L

PlotIt

Optional: =TRUE plot of pdf

Value

• List with
• PDF4modes
  matrix, where the columns are the gaussians
• PDF
  matrix, where the columns are the gaussians weighted by Weights
• PDFmixture
  linear superpositions of PDF - prior probabilities of Gaussians

See Also

PlotMixtures

Examples

data=c(rnorm(1000),rnorm(2000)+2,rnorm(1000)*2-1)
Pdf4Mixtures(data,c(-1,0,2),c(2,1,1),c(0.25,0.25,0.5), PlotIt=TRUE)