Recovery
How well a fitted mixture recovered the mixture that generated the data.
Parameters
the Hellinger distance between the fitted and true densities, from zero to one
the integrated absolute difference of the densities, from zero to two
the largest absolute difference between the distribution functions
whether the fitted number of components equals the true number
the fraction of matched components whose family was recovered, under the equivalence rules; not defined when the component counts differ
the mean absolute difference of matched mixing weights; not defined when the component counts differ
for each true component, the index of the fitted component matched to it
the larger of how far the true and the fitted density integrated from the mass the grid spans; the measure's own admissibility check, since a grid that cannot represent both densities cannot measure the distance between them