Fitting a 1D distribution using Gaussian Mixtures

General Usage
14

For the sake of completeness, here is the fit and the comparison of the fit to the data using GaussianMixtures.jl:

using GaussianMixtures
using PGFPlotsX
using StatsBase
using Random
Random.seed!(23);

d₁ = randn(20000, 1) .- 5
d₂ = randn(100000, 1) .+ 23
d₊ = vcat(d₁, d₂);

n = length(d₊)

gmm = GMM(2, d₊)

n_bins = 100

h = fit(Histogram, d₊[:,1], nbins=n_bins)
h₀ = fit(Histogram, rand(gmm, length(d₊))[:], nbins=n_bins)

fig = @pgf Axis(
    Plot({"ybar interval"},
        Coordinates(h.edges[1][2:end], h.weights)
    ),
    Plot({color="red"},
        Coordinates(h₀.edges[1][2:end].+(h₀.edges[1].step.hi/2), h₀.weights)
    )
)

gmm_fit

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