Computes finite-difference approximations of the partial derivatives of the overlap coefficient with respect to the parameters when both groups are modeled as two-component Gaussian mixtures.
OVL_derivates_2(
mu1_hat,
mu2_hat,
sigma1_hat,
sigma2_hat,
pi1_hat,
pi2_hat,
h,
intersec,
OVL_mix
)A list with components deriv1–deriv10.
Numeric vector of length 2. Estimated means for the first mixture.
Numeric vector of length 2. Estimated means for the second mixture.
Numeric vector of length 2. Estimated standard deviations for the first mixture.
Numeric vector of length 2. Estimated standard deviations for the second mixture.
Either a numeric scalar in [0,1] giving the mixing proportion of the first component in the first mixture, or a numeric vector of length 2 with elements summing to 1.
Either a numeric scalar in [0,1] giving the mixing proportion of the first component in the second mixture, or a numeric vector of length 2 with elements summing to 1.
Positive numeric scalar. Base step size for finite differences.
Numeric vector. Intersection points used as cutpoints.
Function that evaluates the overlap-related expression at cutpoints.
This function is intended for internal use (delta-method variance estimation).