piridge {fpc}

Ridgeline Pi-function

Description

The Pi-function is given in (6) in Ray and Lindsay, 2005. Equating it to the mixture proportion yields locations of two-component Gaussian mixture density extrema.

Usage

piridge(alpha, mu1, mu2, Sigma1, Sigma2, showplot=FALSE)

Arguments

alpha

sequence of values between 0 and 1 for which the Pi-function is computed.

mu1

mean vector of component 1.

mu2

mean vector of component 2.

Sigma1

covariance matrix of component 1.

Sigma2

covariance matrix of component 2.

showplot

logical. If TRUE, the Pi-function is plotted against alpha.

Value

Vector of values of the Pi-function for values of alpha.

Author(s)

Christian Hennig [e-mail] https://www.unibo.it/sitoweb/christian.hennig/en/

References

Ray, S. and Lindsay, B. G. (2005) The Topography of Multivariate Normal Mixtures, Annals of Statistics, 33, 2042-2065.

Examples

  q <- piridge(seq(0,1,0.1),c(1,1),c(2,5),diag(2),diag(2))