Description Usage Arguments Details Value Warning Author(s) See Also
rmixture
simulates iid draws from a Multivariate Mixture of Normals
1 |
n |
number of observations |
pvec |
ncomp x 1 vector of prior probabilities for each mixture component |
comps |
list of mixture component parameters |
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 Σ for jth component
A list containing:
x: |
an n x |
z: |
an n x 1 vector of indicators of which component each draw is taken from |
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, [email protected].
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