Compute Marginal Density for Multivariate Normal Mixture

Description

mixDen computes the marginal density for each component of a normal mixture at each of the points on a user-specifed grid.

Usage

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mixDen(x, pvec, comps)

Arguments

x

array - ith column gives grid points for ith variable

pvec

vector of mixture component probabilites

comps

list of lists of components for normal mixture

Details

length(comps) is the number of mixture components. comps[[j]] is a list of parameters of the jth component. comps[[j]]$mu is mean vector; comps[[j]]$rooti is the UL decomp of Σ^{-1}.

Value

an array of the same dimension as grid with density values.

Warning

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

Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 3.
http://www.perossi.org/home/bsm-1

See Also

rnmixGibbs

Examples

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## Not run: 
##
##  see examples in rnmixGibbs documentation
##

## End(Not run)

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