Calculate the negative log-likelihood of a truncuated Gaussian mixture fit

The input parameter vector is the parameter vector without the first mixture weight. The minimum and maximum calendar dates are assumed to be the minumum and maximum values of the sampling grid, tau.

calc_trunc_gauss_mix_neg_log_lik(th_reduced, M, tau, s_min = 0)

Arguments

th_reduced	The paramater vector without the first mixture weight
M	The measurement matrix (see calc_meas_matrix)
tau	The sampling grid
s_min	A minimum value for the mixture standard deviations (default: 0)

Value

The negative log-likelihood

See also

calc_meas_matrix()