EM Algorithm: i.i.d. Mixture Distribution

Version 1.2.0.0 (16,4 KB) von Marco B.
Maximum likelihood estimation of parameters from 2-state i.i.d. Normal mixture
0.0
(0)
1,4K Downloads
Aktualisiert 26. Mai 2010

Lizenz anzeigen

This function infers the unobserved regimes and provides estimates for the parameters of a Gaussian mixture with two states using the EM algorithm.

Exact references to the relevant equations from Hamilton (1994), Chapter 22 can be found in the procedure.

Any Tx1 data vector can be fed into the function.

Zitieren als

Marco B. (2024). EM Algorithm: i.i.d. Mixture Distribution (https://www.mathworks.com/matlabcentral/fileexchange/27682-em-algorithm-i-i-d-mixture-distribution), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2009a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Veröffentlicht Versionshinweise
1.2.0.0

plot augmented by fit based on ML estimates for mixture distribution
1.0.0.0