prtRvMixture Mixture Random Variable
RV = prtRvMixture creates a prtRvMixture object with empty
mixingProportions and components. These parameters can be set
manually or by calling the MLE method.
The prtRvMixture class is used to implement mixtures of prtRvs. The
base prtRv object must implement the weightedMle() method.
RV = prtRvMixture(PROPERTY1, VALUE1,...) creates a prtRvMixture
object RV with properties as specified by PROPERTY/VALUE pairs.
A prtRvMixture object inherits all properties from the prtRv class.
In addition, it has the following properties:
components - A vector of prtRv objects. The length of the
array specifies the number of components in the
mixture. The component RV objects must all have
the same dimensionality.
mixingProportions - A discrete probability vector, representing the
probability of each component in the mixture.
A prtRvMixture object inherits all methods from the prtRv class.
The MLE method can be used to estimate the distribution parameters
from data.
Examples:
ds = prtDataGenOldFaithful; % Load a data set
% Create a prtRvMixture object consistig of 2 multivariate
% normal objects
rv = prtRvMixture('components',repmat(prtRvMvn,1,2));
rv = mle(rv,ds); % Compute the ML estimate
plotPdf(rv); % Plot the estimated PDF
hold on;
plot(ds); % Overlay the original data