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fpc (version 2.2-13)

ridgeline: Ridgeline computation

Description

Computes \((\alpha*\Sigma_1^{-1}+(1-\alpha)*\Sigma_2^{-1})^{-1}* \alpha*(\Sigma_1^{-1}*\mu_1)+(1-\alpha)*(\Sigma_2^{-1}*\mu_2)\) as required for the computation of the ridgeline (Ray and Lindsay, 2005) to find all density extrema of a two-component Gaussian mixture with mean vectors mu1 and mu2 and covariance matrices Sigma1, Sigma2.

Usage

ridgeline(alpha, mu1, mu2, Sigma1, Sigma2)

Value

A vector. See above.

Arguments

alpha

numeric between 0 and 1.

mu1

mean vector of component 1.

mu2

mean vector of component 2.

Sigma1

covariance matrix of component 1.

Sigma2

covariance matrix of component 2.

References

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

Examples

Run this code
  ridgeline(0.5,c(1,1),c(2,5),diag(2),diag(2))

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