eval.stage.gauss {delt}R Documentation

Returns a 1D Gaussian mixture density estimate


Estimates a 1D density with a mixture of Gaussians. The mixture is found by minimizing the L2 empirical risk in a stagewise manner.


eval.stage.gauss(dendat, M, mugrid, siggrid = 1, sigeka = TRUE, src = "c",
sampstart=FALSE, boost=FALSE, N=60)


dendat n-vector of 1D observations
M integer >= 1; the number of mixture components in the estimate
mugrid a vector of real numbers; the range for the means of mixture components
siggrid a vector of real numbers; the range of possible standard deviations in the mixture components
sigeka TRUE or FALSE; if TRUE, then the standard deviation of the first mixture component is equal to 1, otherwise the standard deviation of the first mixture component is found by minimization
src "R" or "c"; if "R", then the R-code is used, otherwise the c-code is used
sampstart internal
boost internal
N postive integer; the number of evaluation points


A piecewise constant function with the additional components:

muut vector of real numbers; the means of the mixture components
sigit vector of positive real numbers; the standard deviations of the mixture components
curmix a probability vector; the weights of the mixture components


Jussi Klemela


Jussi Klemela (2005). Density Estimation with Stagewise Optimization of the Empirical Risk

See Also




mugrid<-seq(-1,5,0.3)    # grid of mu-values
siggrid<-seq(0.2,2,0.2)  # grid of sigma-values
M<-17                     # number of mixture components


# draw the estimate with the help of package "denpro"

[Package delt version 0.8.0 Index]