nag_mv_gaussian_mixture (g03gac) Example Program Results
Mixing proportions
1 2
1 0.4798 0.5202
Group means
1 2
1 4.0041 3.3350
2 3.9949 3.4434
3 5.5894 4.9870
4 5.4432 5.3602
Pooled Variance-covariance matrix
1 2 3 4
1 0.4539 0.2891 0.6075 0.3413
2 0.2891 0.2048 0.4101 0.2490
3 0.6075 0.4101 1.0648 0.6011
4 0.3413 0.2490 0.6011 0.3759
Densities
1 2
1 2.5836e-01 1.1853e-02
2 3.7065e-07 1.1241e-01
3 5.3069e-03 1.8080e-06
4 4.2461e-01 2.8584e-05
5 5.0387e-02 1.1544e+00
6 1.1260e+00 7.2224e-02
7 2.0911e+00 2.1224e-02
8 5.7856e-03 1.3227e+00
9 1.1609e+00 2.9411e-02
10 8.9826e-02 2.4260e-05
11 3.0170e-01 1.0106e+00
12 1.2930e+00 3.5422e-01
13 2.8644e-02 6.7851e-07
14 2.0759e-02 3.1690e+00
15 7.6461e-02 1.5231e+00
16 3.0279e-04 8.4017e-01
17 5.6101e-01 4.6699e-05
18 2.6573e-05 6.4442e-01
19 2.1250e+00 5.1006e-02
20 8.6822e-04 2.7626e+00
21 1.9223e-01 2.3971e+00
22 1.2469e-02 2.8179e+00
23 1.8389e-02 5.3572e-01
24 1.2409e+00 9.6489e-03
25 2.1037e-05 4.8674e-02
Membership probabilities
1 2
1 9.5018e-01 4.9823e-02
2 3.3259e-06 1.0000e+00
3 9.9961e-01 3.8664e-04
4 9.9992e-01 7.9913e-05
5 3.8999e-02 9.6100e-01
6 9.3270e-01 6.7295e-02
7 9.8881e-01 1.1190e-02
8 4.1252e-03 9.9587e-01
9 9.7252e-01 2.7479e-02
10 9.9969e-01 3.0805e-04
11 2.1722e-01 7.8278e-01
12 7.6938e-01 2.3062e-01
13 9.9997e-01 2.6937e-05
14 6.1133e-03 9.9389e-01
15 4.4189e-02 9.5581e-01
16 3.5006e-04 9.9965e-01
17 9.9990e-01 9.7029e-05
18 4.0270e-05 9.9996e-01
19 9.7380e-01 2.6202e-02
20 3.0204e-04 9.9970e-01
21 6.9471e-02 9.3053e-01
22 4.1603e-03 9.9584e-01
23 3.0839e-02 9.6916e-01
24 9.9116e-01 8.8421e-03
25 4.1534e-04 9.9958e-01
No. iterations: 14
Log-likelihood: -29.6831