normalization issue pdf gmm matlab
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I plotted a histogram normalized by pdf. I den fitted GMM model using fitgmdist. I then plotted the pdf of gmm over histrogram . I found pdf way too higher than the normalized histogram values. kindly help. I am attaching the data
options = statset('Display','final');
gmdist = fitgmdist(data',3,'CovType','diagonal','Regularize', 1e-5)
gmsigma = sqrt(gmdist.Sigma);
gmmu = gmdist.mu;
gmwt = gmdist.ComponentProportion;
histogram(data, 'Normalization', 'pdf', 'EdgeColor', 'none')
x = -5:0.0001:30;
xlim([-5 30])
hold on;
plot(x', pdf(gmdist, x'), 'k')
hold on;
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Tom Lane
il 3 Giu 2022
You have a substantial amount of missing (NaN) data. I believe the histogram function produces a density that integrates to the proportion of missing values. That is, part of the pdf is allocated to the NaN values so is not shown. Try this instead:
histogram(data(~isnan(data)), 'Normalization', 'pdf', 'EdgeColor', 'none')
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