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author wolffd
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wolffd@0 1 <html>
wolffd@0 2 <head>
wolffd@0 3 <title>
wolffd@0 4 Netlab Reference Manual demgpot
wolffd@0 5 </title>
wolffd@0 6 </head>
wolffd@0 7 <body>
wolffd@0 8 <H1> demgpot
wolffd@0 9 </H1>
wolffd@0 10 <h2>
wolffd@0 11 Purpose
wolffd@0 12 </h2>
wolffd@0 13 Computes the gradient of the negative log likelihood for a mixture model.
wolffd@0 14
wolffd@0 15 <p><h2>
wolffd@0 16 Synopsis
wolffd@0 17 </h2>
wolffd@0 18 <PRE>
wolffd@0 19 g = demgpot(x, mix)</PRE>
wolffd@0 20
wolffd@0 21
wolffd@0 22 <p><h2>
wolffd@0 23 Description
wolffd@0 24 </h2>
wolffd@0 25 This function computes the gradient of the negative log of the unconditional data
wolffd@0 26 density <CODE>p(x)</CODE> with respect to the coefficients of the
wolffd@0 27 data vector <CODE>x</CODE> for a Gaussian mixture model. The data structure
wolffd@0 28 <CODE>mix</CODE> defines the mixture model, while the matrix <CODE>x</CODE> contains
wolffd@0 29 the data vector as a row vector. Note the unusual order of the arguments:
wolffd@0 30 this is so that the function can be used in <CODE>demhmc1</CODE> directly for
wolffd@0 31 sampling from the distribution <CODE>p(x)</CODE>.
wolffd@0 32
wolffd@0 33 <p><h2>
wolffd@0 34 See Also
wolffd@0 35 </h2>
wolffd@0 36 <CODE><a href="demhmc1.htm">demhmc1</a></CODE>, <CODE><a href="demmet1.htm">demmet1</a></CODE>, <CODE><a href="dempot.htm">dempot</a></CODE><hr>
wolffd@0 37 <b>Pages:</b>
wolffd@0 38 <a href="index.htm">Index</a>
wolffd@0 39 <hr>
wolffd@0 40 <p>Copyright (c) Ian T Nabney (1996-9)
wolffd@0 41
wolffd@0 42
wolffd@0 43 </body>
wolffd@0 44 </html>