java实现混合高斯_从r中的双高斯混合生成样本（MATLAB中给出的代码）

我正在尝试创建(在r中)等效于以下MATLAB函数，该函数将从N(m1，(s1)^ 2)和N(m2，(s2)^ 2)的混合生成n个样本，alpha，来自第一个高斯 .

我有一个开始，但MATLAB和R之间的结果明显不同(即，MATLAB结果偶尔给出-8的值，但R版本甚至不给出值-5) . Please help me sort out what is wrong here. 谢谢:-)

例如：绘制来自N(0,1)和N(0,36)的混合的1000个样本和来自第一高斯的95％的样本 . 将样本归一化为零和标准差1 .

MATLAB

功能

function y = gaussmix(n,m1,m2,s1,s2,alpha)

y = zeros(n,1);

U = rand(n,1);

I = (U < alpha)

y = I.*(randn(n,1)*s1+m1) + (1-I).*(randn(n,1)*s2 + m2);

履行

P = gaussmix(1000,0,0,1,6,.95)

P = (P-mean(P))/std(P)

plot(P)

axis([0 1000 -15 15])

hist(P)

axis([-15 15 0 1000])

结果情节

得到的组织

R

yn

s

sn

plot(sn, xlim=range(0,1000), ylim=range(-15,15))

hist(sn, xlim=range(-15,15), ylim=range(0,1000))

结果情节

得到的组织

一如既往，谢谢！

SOLUTION

gaussmix

U

I

y

(1-I)*rnorm(nsim,mean=mean_2,sd=std_2)

return(y)

}

z1

z1_standardized

z2

z2_standardized

z3

z3_standardized

par(mfrow=c(2,3))

hist(z1_standardized,xlim=c(-10,10),ylim=c(0,500),

main="Histogram of 95% of N(0,1) and 5% of N(0,36)",

col="blue",xlab=" ")

hist(z2_standardized,xlim=c(-10,10),ylim=c(0,500),

main="Histogram of 80% of N(0,1) and 10% of N(3,1)",

col="blue",xlab=" ")

hist(z3_standardized,xlim=c(-10,10),ylim=c(0,500),

main="Histogram of samples of LN(0,1)",col="blue",xlab=" ")

##

plot(z1_standardized,type='l',

main="1000 samples from a mixture N(0,1) and N(0,36)",

col="blue",xlab="Samples",ylab="Mean",ylim=c(-10,10))

plot(z2_standardized,type='l',

main="1000 samples from a mixture N(0,1) and N(3,1)",

col="blue",xlab="Samples",ylab="Mean",ylim=c(-10,10))

plot(z3_standardized,type='l',

main="1000 samples from LN(0,1)",

col="blue",xlab="Samples",ylab="Mean",ylim=c(-10,10))