GaussianMixturePdf {GaussianHMM1d}

Density function of a mixture of Gaussian univariate distributions

Description

This function computes the density function of a mixture of Gaussian univariate distributions

Usage

GaussianMixturePdf(x, mu, sigma, w)

Arguments

x

Points at which the density is comptuted (n x 1);

mu

vector of means for each regime (r x 1);

sigma

vector of standard deviations for each regime (r x 1);

w

vector of the probability of each regime (r x 1).

Value

f

Values of the distribution function

Author(s)

Bouchra R Nasri and Bruno N Rémillard, January 31, 2019

Examples

mu <- c(-0.3 ,0.7) ; sigma <- c(0.15,0.05); w <-c(0.8, 0.2);
x <- seq(-1, 1, by = 0.01)
f <- GaussianMixturePdf(x,mu,sigma,w)
plot(x,f,type="l")