distrib_diff_mahalanobis {outlierMBC} | R Documentation |
Compute the dissimilarity for a single multivariate Gaussian distribution.
Description
Compute the dissimilarity value and observation densities for a single multivariate Gaussian distribution. This could be a whole component in a Gaussian mixture model or the covariate part of a component in a Linear CWM.
Usage
distrib_diff_mahalanobis(x, z_g, mu_g, sigma_g, logdet_g)
Arguments
x |
Data. |
z_g |
Assignment probability vector for component g. |
mu_g |
Mean vector for component g. |
sigma_g |
Covariance matrix for component g. |
logdet_g |
Log-determinants of covariance matrix for component g. |
Value
distrib_diff_mahalanobis
returns a list with the following elements:
diff
Dissimilarity value for this component.
dens
Gaussian density of all observations for this component.
mahalas
Scaled squared sample Mahalanobis distances for all observations with respect to this component.
[Package outlierMBC version 0.0.1 Index]