Ridgeline computation
Computes (alpha*Sigma1^-1+(1-alpha)*Sigma2^-1)^-1* alpha*(Sigma1^-1*mu1)+(1-alpha)*(Sigma2^-1*mu2)) as required for the computation of the ridgeline (Ray and Lindsay, 2005) to find all density extrema of a two-component Gaussian mixture with mean vectors mu1 and mu2 and covariance matrices Sigma1, Sigma2.
ridgeline(alpha, mu1, mu2, Sigma1, Sigma2)
alpha |
numeric between 0 and 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. |
A vector. See above.
Ray, S. and Lindsay, B. G. (2005) The Topography of Multivariate Normal Mixtures, Annals of Statistics, 33, 2042-2065.
ridgeline(0.5,c(1,1),c(2,5),diag(2),diag(2))
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