mix3gauss_gen

A random number generator whose density function is
proportional to:
$$\exp(\frac{x^2}{2}) + 5\exp(\frac{(x-1)^2}{0.2}) +
3\exp(\frac{(x-1)^2}{0.5}).$$

The models of probability density functions are Gaussian or
exponential distributions with polynomial correction terms.
Using a maximum likelihood method, 'dsdp' computes parameters of Gaussian
or exponential distributions together with degrees of polynomials by
a grid search, and coefficient of polynomials by a variant of semidefinite
programming. It adopts Akaike Information Criterion for model selection.
See a vignette for a tutorial and more on our 'Github' repository
<https://github.com/tsuchiya-lab/dsdp/>.

Satoshi Kakihara

dsdp

Density Estimation with Semidefinite Programming

Takashi Tsuchiya

mix3gauss_gen function

<dl><dt>n</dt>
<dd>The number of random numbers.</dd>
<dt>seed</dt>
<dd>A seed for random number generator.</dd></dl>

Arguments

Generate Mixed Gaussian Random Numbers — mix3gauss_gen

<dl>

<dt>n</dt>
<dd>The number of random numbers.</dd>


<dt>seed</dt>
<dd>A seed for random number generator.</dd>

</dl>

mix3gauss_gen: Generate Mixed Gaussian Random Numbers

Description

Usage

Value

Arguments

See Also