AlgMixture

Files
file	AlgMixture.c
	Provides a function for computing the maximum liklihood parameters of a mixture of distributions which fit the given data.

Functions
AlgError	AlgMixtureMLG (int nDbn, int nCls, double samOrg, double samItv, double *freq, double *alpha, double *mu, double *sd, double tol, double sumFreq, double *dstLL, int *dstNItn)
	Computes the maximum liklihood estimate of the parameters of a mixture of normal distributions which best fit the give frequencies. These parameters are the miximg proportions, means, and standard deviations. The log-liklihood and the number of iterations are also computed. This algorithm is based on the article: Agha M. and Ibrahim M.T. Maximum Liklihood Estimation of Mixtures of Distributions AS203 Applied Statistics 33(3):327-332, 1984. More...
AlgError	AlgMixtureSyn (int nCls, int *synFreq, int nObv, double synOrg, double synStep, int nDbn, double *alpha, double *mu, double *sigma)
	Synthesise a mixture of normal distributions. More...

Detailed Description

Function Documentation

AlgMixtureMLG()

AlgError AlgMixtureMLG	(	int	nDbn,
		int	nCls,
		double	samOrg,
		double	samItv,
		double *	freq,
		double *	alpha,
		double *	mu,
		double *	sd,
		double	tol,
		double	sumFreq,
		double *	dstLL,
		int *	dstNItn
	)

Computes the maximum liklihood estimate of the parameters of a mixture of normal distributions which best fit the give frequencies. These parameters are the miximg proportions, means, and standard deviations. The log-liklihood and the number of iterations are also computed. This algorithm is based on the article: Agha M. and Ibrahim M.T. Maximum Liklihood Estimation of Mixtures of Distributions AS203 Applied Statistics 33(3):327-332, 1984.

Returns

Error code.

Parameters

nDbn	Number of distributions in the mixture.
nCls	Number of classes in the frequency distribution.
samOrg	Position of first sample (origin).
samItv	Sample interval.
freq	Given frequency samples.
alpha	Estimates of nDbn alpha values, both given and returned. Alpha values must be in the range (0,1].
mu	Estimates of nDbn mean values, both given and returned.
sd	Estimates of nDbn standard deviation values, both given and returned.
tol	Difference between two consecutive log liklihood values required to terminate iteration.
sumFreq	Number of observations.
dstLL	Destination pointer for the log liklihood.
dstNItn	Destination pointer for the number of iterations taken.

References ALC_ER_NONE, AlcDouble2Free(), AlcDouble2Malloc(), AlcFree(), AlcMalloc(), ALG_ERR_CONVERGENCE, ALG_ERR_FUNC, ALG_ERR_MALLOC, and ALG_ERR_NONE.

AlgMixtureSyn()

AlgError AlgMixtureSyn	(	int	nCls,
		int *	synFreq,
		int	nObv,
		double	synOrg,
		double	synStep,
		int	nDbn,
		double *	alpha,
		double *	mu,
		double *	sigma
	)

Synthesise a mixture of normal distributions.

Returns

Error code.

Parameters

nCls	Number of classes in the frequency distribution.
synFreq	Buffer for synthesised frequencies.
nObv	Number of observations.
synOrg	Origin of synFreq buffer.
synStep	Sample interval for the synFreq buffer.
nDbn	Number of distributions in the mixture.
alpha	Estimates of nDbn alpha values.
mu	Estimates of nDbn mu values.
sigma	Estimates of nDbn standard deviation values.

References ALG_ERR_FUNC, ALG_ERR_NONE, and ALG_NINT.