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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.
piridge(alpha, mu1, mu2, Sigma1, Sigma2, showplot=FALSE)
Vector of values of the Pi-function for values of alpha.
alpha
sequence of values between 0 and 1 for which the Pi-function is computed.
mean vector of component 1.
mean vector of component 2.
covariance matrix of component 1.
covariance matrix of component 2.
logical. If TRUE, the Pi-function is plotted against alpha.
TRUE
Christian Hennig christian.hennig@unibo.it https://www.unibo.it/sitoweb/christian.hennig/en/
Ray, S. and Lindsay, B. G. (2005) The Topography of Multivariate Normal Mixtures, Annals of Statistics, 33, 2042-2065.
q <- piridge(seq(0,1,0.1),c(1,1),c(2,5),diag(2),diag(2))
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