conditional.mixture: Conditional distribution of a mixture.

In algebraic.dist: Algebra over Probability Distributions

Conditional distribution of a mixture.

Description

For a mixture of distributions that support closed-form conditioning (e.g. MVN), uses Bayes' rule to update the mixing weights:

w_k' \propto w_k f_k(x_{given})

where f_k is the marginal density of component k at the observed values. The component conditionals are computed via conditional(component_k, given_indices = ..., given_values = ...).

Usage

## S3 method for class 'mixture'
conditional(x, P = NULL, ..., given_indices = NULL, given_values = NULL)

Arguments

x	A mixture object.
P	Optional predicate function for MC fallback.
...	Additional arguments.
given_indices	Integer vector of observed variable indices.
given_values	Numeric vector of observed values.

Details

Falls back to MC realization if P is provided or if any component does not support given_indices/given_values.

Value

A mixture or empirical_dist object.

Examples

# Closed-form conditioning on MVN mixture
m <- mixture(
  list(mvn(c(0, 0), diag(2)), mvn(c(3, 3), diag(2))),
  c(0.5, 0.5)
)
# Condition on X2 = 1
mc <- conditional(m, given_indices = 2, given_values = 1)
mean(mc)

algebraic.dist documentation built on Feb. 27, 2026, 5:06 p.m.