Extrema of two-component Gaussian mixture
By use of the Pi-function in Ray and Lindsay, 2005, locations of two-component Gaussian mixture density extrema or saddlepoints are computed.
piridge.zeroes(prop, mu1, mu2, Sigma1, Sigma2, alphamin=0, alphamax=1,by=0.001)
prop |
proportion of mixture component 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. |
alphamin |
minimum alpha value. |
alphamax |
maximum alpha value. |
by |
interval between alpha-values where to look for extrema. |
list with components
number.zeroes |
number of zeroes of Pi-function, i.e., extrema or saddlepoints of density. |
estimated.roots |
estimated |
Ray, S. and Lindsay, B. G. (2005) The Topography of Multivariate Normal Mixtures, Annals of Statistics, 33, 2042-2065.
q <- piridge.zeroes(0.2,c(1,1),c(2,5),diag(2),diag(2),by=0.1)
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