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]