MixedDistributionError {DistributionOptimization}

MixedDistributionError

Description

Calculates a fitting error as well as the overlapping measure for the mixtures. Combines them with ratio rho in favor of Overlapping.

Usage

MixedDistributionError(Means, SDs, Weights, Data, rho = 0.5,
  breaks = NULL, Kernels = NULL, ErrorMethod = "chisquare")

Arguments

Means

Means of the GMM Components

SDs

Standard Deviations of the GMM Components

Weights

Weights of the GMM Components

Data

Empirical Data based on which the GMM is build

rho

Ratio of OverlappingError vs Fitting Error

breaks

vector containing the breaks between bins

Kernels

positions at which density is to be compared

ErrorMethod

"pdeerror": fitting error is measured through Pareto Density Estimation. "chisquare": fitting error is measured through the Chi Square fitting error.

Value

Mixed Error

Author(s)

Florian Lerch

Examples

Data = c(rnorm(50,1,2), rnorm(50,3,4))
MixedDistributionError(c(1,3), c(2,4), c(0.5,0.5), Data = Data)