MATLAB File Help: prtRvMixture/prtRvMixture
prtRvMixture/prtRvMixture
  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
See also