Description Usage Arguments Value Author(s) References Examples

Generates data from a mixture of multivariate shifted asymmetric Laplace (SAL) distributions.

1 | ```
rmsal(n, p, alpha, sig, mu, pi.g)
``` |

`n` |
The number of observations required. |

`p` |
The dimension of the data. |

`alpha` |
A matrix where each row specifies the direction of skewness in each variable for each mixture component. |

`sig` |
An array where each matrix specifies the covariance matrix for each mixture component. |

`mu` |
A matrix where each row gives the mean vector for each mixture component. |

`pi.g` |
A vector specifying the mixing components. |

An n by p + 1 matrix where each row corresponds to one observation from the specified mixture of SAL distributions. The first column gives the component (or group) label for each observation and columns 2 to p + 1 give the values of the p-dimensional observation.

Brian C. Franczak [aut, cre], Ryan P. Browne [aut, ctb], Paul D. McNicholas [aut, ctb]

Maintainer: Brian C. Franczak <[email protected]>

Franczak et. al (2014). Mixtures of Shifted Asymmetric Laplace Distributions. IEEE Transactions on Pattern Analysis and Machine Intelligence, 38(6), 1149-1157.

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MixSAL documentation built on May 18, 2018, 5:04 p.m.

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