demo/mix3.R

In dsample: Discretization-Based Direct Random Sample Generation

#
# A mixture of three normal populations 
# 
# updated on 2015.11.29

library(dsample)
expr <- expression(1/3*mnormt::dmnorm(x=cbind(x1,x2), mean=c(-8,-8), varcov=matrix(c(1,0.9,0.9,1), ncol=2)) + 1/3*mnormt::dmnorm(x=cbind(x1,x2), mean=c(6,6), varcov=matrix(c(1,-0.9,-0.9,1), ncol=2)) + 1/3*mnormt::dmnorm(x=cbind(x1,x2), mean=c(0,0), varcov=matrix(c(1,0,0,1), ncol=2)))
sets <- list(x1=runif(n=1e5, min=-12, max=11), x2=runif(n=1e5, min=-12, max=11))
y <- eval(expr=expr, env=sets)
smp <- dsample(expr=expr, rpmat=sets, nk=1e4, n=1e3)
op <- summary(smp, k=3)
op$means
op$modes
do.call(cbind, lapply(split(op$X, op$grp), colMeans))
plot(op)