EM Algorithm: i.i.d. Mixture Distribution
Versione 1.2.0.0 (16,4 KB) da
Marco B.
Maximum likelihood estimation of parameters from 2-state i.i.d. Normal mixture
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.
Cita come
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. Recuperato .
Compatibilità della release di MATLAB
Creato con
R2009a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS LinuxCategorie
- Signal Processing > Signal Processing Toolbox > Signal Generation and Preprocessing > Smoothing and Denoising >
Scopri di più su Smoothing and Denoising in Help Center e MATLAB Answers
Tag
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Scopri Live Editor
Crea script con codice, output e testo formattato in un unico documento eseguibile.