Displaying 1 result from an estimated 1 matches for "mixturedensity".
2013 Mar 31
0
Skewness of fitted mixture not correct?
...datnormalmixturegaussian$mu[2]
sigma1<-datnormalmixturegaussian$sigma[1]
sigma2<-datnormalmixturegaussian$sigma[2]
the values are:
pi = 0.383
mu1= -0.00089
mu2= 0.00038
sigma1= 0.0123
sigma2= 0.02815
Plot the single densities and the mixture:
plot.new()
xval<-seq(-0.06,0.06,length=1000)
mixturedensity<-pi*dnorm(xval,mu1,sigma1)+(1-pi)*dnorm(xval,mu2,sigma2)
plot(xval,mixturedensity,type="l",lwd=2,col="black",cex.axis=1.2,cex.lab=1.2,main="Single
univariate normal densities and mixture
density",xlab="Loss",ylab="Density",ylim=c(0,36))
curve(dno...