demgpot

Purpose

Computes the gradient of the negative log likelihood for a mixture model.

Synopsis 

g = demgpot(x, mix)

Description

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

See Also

demhmc1, demmet1, dempot
Pages: Index

Copyright (c) Ian T Nabney (1996-9)