Description Usage Arguments Value Author(s) See Also Examples
View source: R/SimulateMixture.R
This function can be used to generate a sample from a multivariate t mixture model with Box-Cox transformation.
1 | SimulateMixture(N, w, mu, sigma, nu = 4, lambda)
|
N |
The number of observations. |
w |
A vector of length K, containing the K cluster proportions. |
mu |
A matrix of size K x P, where K is the number of clusters and P is the dimension, containing the K mean vectors. |
sigma |
An array of dimension K x P x P, containing the K covariance matrices. |
nu |
The degrees of freedom used for the t distribution. |
lambda |
The Box-Cox transformation parameter. If missing, the conventional t distribution without transformation will be used. |
A matrix of size N x P.
Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | library(flowCore)
library(flowClust)
### Number of components
K <- 5
### Dimension
p <- 2
### Number of observations
n <- 200
Mu <- matrix(runif(K*p, 0, 20), K, p)
Sigma <- array(0, c(K, p, p))
for (k in 1:K)
{
Sigma[k,,][outer(1:p, 1:p, ">")] <- runif(p*(p-1)/2,-.1,.1)
diag(Sigma[k,,]) <- runif(p,0,1)
### Make sigma positive definite
Sigma[k,,] <- Sigma[k,,] %*% t(Sigma[k,,])
}
### Generate the weights
w <- rgamma(K,10,1)
w <- w/sum(w)
y <- SimulateMixture(n, w, Mu, Sigma, nu=4)
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