Fitting of Univariate Mixture Distributions to Data using Various Approaches
Absolute Convergence Check.
Bhattacharyya distance for univariate Gaussian distributions.
Bayesian Information Criterion (BIC)
Estimate Cauchy Mixture parameters using Expectation Maximization.
Estimate Cauchy Mixture Parameters Using Derivatives and Half-Width at...
Estimate Cauchy Mixture parameters using Expectation Maximization.
Estimate Cauchy Mixture parameters using Expectation Maximization.
Intersections of Two Cauchy Distributions
Density of The Cauchy-Gaussian Distribution
Density of The Cauchy Mixture Distribution
The Gaussian Mixture Distribution
Calculate Approximate Value of The Digamma Function.
Density of The Student's t Model
Density of The Student's t Mixture Model
Density of The von Mises Mixture Model.
Estimate Gaussian Mixture parameters using Expectation Maximization.
Estimate Gaussian Mixture Parameters Using Derivatives and Half-Width ...
Estimate Gaussian Mixture Parameters Using Half-Width at Half-Maximum ...
Estimate Gaussian Mixture parameters from kmeans.
Estimate Gaussian Mixture parameters using Expectation Maximization.
Estimate Gaussian Mixture parameters using Expectation Maximization.
Estimate Gaussian Mixture parameters using Expectation Maximization.
Intersections of Two Gaussian Distributions
Merge two Gaussian components into one.
The Gaussian Mixture Distribution
The Gaussian Mixture Distribution
Gradient Descent
Kullback--Leibler Divergence of ith Student's t Mixture component.
K-Means Clustering for Points on Circle
Log-likelihood for Cauchy Mixture
Log-likelihood for Gaussian Mixture
Opposite Log-likelihood for Gaussian Mixture
Log-likelihood for Gaussian Mixture
Log-likelihood for Student's t Mixture
Opposite Log-likelihood for von Mises Mixture
Log-likelihood for von Mises Mixture
Mixture Distribution Modeling
Mixture Distribution Modeling
Mixture Distribution Modeling
Find one real polynomial root using Newton--Raphson method.
Penalized Sum of Squared Differences Using Gaussian Mixture Distributi...
Penalized Sum of Squared Differences Using Gaussian Mixture Distributi...
Ratio Convergence Check.
Random Sample of The Cauchy Mixture Distribution
Random Sample of the Gaussian Mixture Distribution
Nelder-Mead's Simplex Method for Function Minimization.
Random Sample of the von Mises Mixture Model.
Estimate Student's t distribution parameters using Batch Approximation...
Nelder-Mead's Simplex Method for Function Minimization.
Estimate Student's t Mixture parameters using Expectation Maximization...
Greedily estimate Student's t Mixture parameters using Expectation Max...
Estimate Student's t Mixture parameters using Expectation Maximization...
Estimate Student's t Mixture parameters using Expectation Maximization...
Estimate Student's t Mixture parameters using Expectation Maximization...
Estimate Student's t Mixture parameters using Expectation Maximization...
Split a component of Student's t-distribution in two.
Sum of Squared Differences Using Gaussian Mixture Distribution
Sum of Squared Differences Using Gaussian Mixture Distribution
Estimate von Mises Mixture parameters using Expectation Maximization.
Estimate von Mises Mixture parameters using Expectation Maximization.
Estimate von Mises Mixture parameters using Expectation Maximization.
Estimate von Mises Mixture parameters using Expectation Maximization.
Calculate Weighted Median.
Methods for fitting mixture distributions to univariate data using expectation maximization, HWHM and other methods. Supports Gaussian, Cauchy, Student's t and von Mises mixtures. For more details see Merkys (2018) <https://www.lvb.lt/permalink/370LABT_NETWORK/1m6ui06/alma9910036312108451>.