CDFMixtures {AdaptGauss}

cumulative distribution of mixture model

Description

returns the cdf (cumulative distribution function) of a mixture model of gaussian or log gaussians

Usage

CDFMixtures(Kernels,Means,SDs,Weights,IsLogDistribution)

Arguments

Kernels

at these locations N(Means,Sdevs)*Weights is used for cdf calcuation, NOTE: Kernels are usually (but not necessarily) sorted and unique

Means

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

SDs

estimated Gaussian Kernels = standard deviations

Weights

optional, relative number of points in Gaussians (prior probabilities): sum(Weights) ==1, default weight is 1/L

IsLogDistribution

Optional, if IsLogDistribution(i)==1, then mixture is lognormal default == 0*(1:L)

Value

List with

CDFGaussMixture

(1:N,1), cdf of Sum of SingleGaussians at Kernels

CDFSingleGaussian

(1:N,1:L) ,cdf of mixtures at Kernels

Author(s)

Rabea Griese

See Also

Chi2testMixtures