wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual demgpot wolffd@0: wolffd@0: wolffd@0: wolffd@0:

demgpot wolffd@0:

wolffd@0:

wolffd@0: Purpose wolffd@0:

wolffd@0: Computes the gradient of the negative log likelihood for a mixture model. wolffd@0: wolffd@0:

wolffd@0: Synopsis wolffd@0:

wolffd@0:

wolffd@0: g = demgpot(x, mix)

wolffd@0: wolffd@0: wolffd@0:

wolffd@0: Description wolffd@0:

wolffd@0: This function computes the gradient of the negative log of the unconditional data wolffd@0: density p(x) with respect to the coefficients of the wolffd@0: data vector x for a Gaussian mixture model. The data structure wolffd@0: mix defines the mixture model, while the matrix x contains wolffd@0: the data vector as a row vector. Note the unusual order of the arguments: wolffd@0: this is so that the function can be used in demhmc1 directly for wolffd@0: sampling from the distribution p(x). wolffd@0: wolffd@0:

wolffd@0: See Also wolffd@0:

wolffd@0: demhmc1, demmet1, dempot

wolffd@0: Pages: wolffd@0: Index wolffd@0:

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