R/meta2full.R

In GMCM: Fast Estimation of Gaussian Mixture Copula Models

#' @rdname full2meta
#' @param d An integer giving the dimension of the mixture distribution.
#' @return meta2full returns a formatted 'theta' list of parameters as described
#'   by \code{\link{rtheta}}.
#' @export
meta2full <- function(par, d) {  # par = c(pie1, mu, sigma, rho)
  if (par[4] <= -1/(d - 1)) {
    stop("correlation coefficient is not valid")
  }
  theta <- structure(list(m = 2, d = d, pie = c(pie1 = unname(par[1]), pie2 = unname(1 - par[1])),
                          mu = list(comp1 = rep(0, d), comp2 = rep(par[2], d)),
                          sigma = list(comp1 = diag(d),
                                       comp2 = matrix(par[4]*par[3]^2, d, d) +
                                         diag(rep((1 - par[4])*par[3]^2, d)))),
                     class = "theta")
  return(theta)
}