rmixture {bayesm}R Documentation

Draw from Mixture of Normals

Description

rmixture simulates iid draws from a Multivariate Mixture of Normals

Usage

rmixture(n, pvec, comps)

Arguments

n number of observations
pvec ncomp x 1 vector of prior probabilities for each mixture component
comps list of mixture component parameters

Details

comps is a list of length, ncomp = length(pvec). comps[[j]][[1]] is mean vector for the jth component. comps[[j]][[2]] is the inverse of the cholesky root of Sigma for that component

Value

A list containing ...

x An n x length(comps[[1]][[1]]) array of iid draws
z A n x 1 vector of indicators of which component each draw is taken from

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

See Also

rnmixGibbs


[Package bayesm version 2.1-2 Index]