mixDen: Compute Marginal Density for Multivariate Normal Mixture

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Compute Marginal Density for Multivariate Normal Mixture

Description

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

Usage

mixDen(x, pvec, comps)

Arguments

x	array where 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 \Sigma^{-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, [e-mail].

References

For further discussion, see Chapter 3, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rnmixGibbs

bayesm documentation built on Sept. 24, 2023, 1:07 a.m.