ncind: Sample components from a discrete mixture of normals

In dsp: Dynamic Shrinkage Process and Change Point Detection

Sample components from a discrete mixture of normals

Description

Sample Z from 1,2,...,k, with P(Z=i) proportional to q_iN(mu_i,sig2_i).

Usage

ncind(y, mu, sig, q)

Arguments

y	vector of data
mu	vector of component means
sig	vector of component standard deviations
q	vector of component weights

Value

Sample from {1,...,k}

dsp documentation built on Aug. 21, 2025, 5:29 p.m.