Daniel@0: Daniel@0: Daniel@0: Daniel@0: Netlab Reference Manual demgpot Daniel@0: Daniel@0: Daniel@0: Daniel@0:

demgpot Daniel@0:

Daniel@0:

Daniel@0: Purpose Daniel@0:

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

Daniel@0: Synopsis Daniel@0:

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

Daniel@0: Description Daniel@0:

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

Daniel@0: See Also Daniel@0:

Daniel@0: demhmc1, demmet1, dempot
Daniel@0: Pages: Daniel@0: Index Daniel@0:
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Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: