rmixture: Draw from Mixture of Normals

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Draw from Mixture of Normals

Description

rmixture simulates iid draws from a Multivariate Mixture of Normals

Usage

rmixture(n, pvec, comps)

Arguments

n	number of observations
pvec	ncomp x 1 vector of prior probabilities for each mixture component
comps	list of mixture component parameters

Details

comps is a list of length ncomp with ncomp = length(pvec).
comps[[j]][[1]] is mean vector for the jth component.
comps[[j]][[2]] is the inverse of the cholesky root of \Sigma for jth component

Value

A list containing:

x:	an n x length(comps[[1]][[1]]) array of iid draws
z:	an n x 1 vector of indicators of which component each draw is taken from

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].

See Also

rnmixGibbs

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