Description Usage Arguments Details Value References See Also Examples

Density, distribution function and random generation for the mixture of normals with each component specified by `mean`

and `sd`

, and mixture weights by `prob`

. `paramExample`

gives detailed parameters for some examples specified by `type`

.

1 2 3 4 |

`x` |
vector of locations. |

`n` |
integer; number of observations. |

`mean` |
vector of means for each mixture component. |

`sd` |
vector of standard deviations for each mixture component. |

`prob` |
vector of prior probability for each mixture component (i.e. mixture weights). |

`type` |
a (case insensitive) character string of example name; It includes examples from Marron & Wand (1992): "MW1", ..., "MW15", or equivalently "guass", "skewed_unimodal", "strong_skewed", "kurtotic_unimodal", "outlier", "bimodal", "separated_bimodal", "skewed_bimodal", "trimodal", "claw", "double_claw", "asymmetric_claw", "asymmetric_double_claw", "smooth_comb", "discrete_comb"; It also includes "harp" example from Li et al. (2016). |

`...` |
further arguments passed to |

Users have to either provide `mean`

, `sd`

and optionally `prob`

; or `type`

. In case of providing `type`

, the values of `mean`

, `sd`

and `prob`

are ignored.

If `prob`

is not specified it assumes the default value of equal weights. Each component is computed via `dnorm`

, `pnorm`

and `rnorm`

.

`dmixnorm`

gives the density, `pmixnorm`

gives the distribution function, and `rmixnorm`

generates random deviates.

The length of the result is determined by `n`

for `rmixnorm`

, and is the length of `x`

for `dmixnorm`

and `pmixnorm`

.

`paramExample`

gives a data frame with components `mean`

, `sd`

and `prob`

.

Li, H., Munk, A., Sieling, H., and Walther, G. (2016). The essential histogram. arXiv:1612.07216.

Marron, J. S., & Wand, M. P. (1992). Exact mean integrated squred error. The Annals of Statistics, 20(2), 712–736.

Normal for standard normal distributions; Distributions for other standard distributions.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ```
## Example claw
type = "claw" # or equivalently "MW10"
# generate random numbers
n = 500
Y = rmixnorm(n, type = type)
# compute the density
x = seq(min(Y), max(Y), length.out = n)
f = dmixnorm(x, type = type)
# compute the distribution
F = pmixnorm(x, type = type)
# plots
op = par(mfrow = c(1,2))
plot(x, f, type = "l", main = "Claw Density")
points(Y, rep(0,n))
plot(x, F, type = "l", main = "Claw Distribution")
points(Y, rep(0,n))
par(op)
``` |

essHist documentation built on April 9, 2018, 5:04 p.m.

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