Maximum likelihood fit for Weibull mixture

Do a maximum likelihood Weibull mixture fit for the input data vector x using the Expectation-Maximization (EM) alogrithm.

fitWeibMixMaxLikEM(x, z0, theta0, numSteps = 25)

Arguments

x

Locations at which to evaluate probability density function
z0

Initial value of mixture proportions
theta0

The value of shape and scale parameters with the ordering [sh1,sc1,sh2,sc2,...]
numSteps

Number of EM steps to perform (default 25)

Value

A list consisting of the final z (mixture proportions), theta (mixture parameters), and nll (negative log-likelihood).

See also

calcPdfMatrixWeibMix,calcPdfWeibMix,calcNegLogLikWeibMix