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 5 6 7 | dmixnorm(x, mean = c(0), sd = rep(1,length(mean)),
prob = rep(1,length(mean)), type = NULL, ...)
pmixnorm(x, mean = c(0), sd = rep(1,length(mean)),
prob = rep(1,length(mean)), type = NULL, ...)
rmixnorm(n, mean = c(0), sd = rep(1,length(mean)),
prob = rep(1,length(mean)), type = NULL)
paramExample(type)
|
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. Default is of unit variance for each component. |
prob |
vector of prior probability for each mixture component (i.e. mixture weights). All nonnegative values are allowed, and automatically recaled to ensure their sum equal to 1. Default is of equal probability for each component. |
type |
a (case insensitive) character string of example name; It includes examples from Marron & Wand (1992): "MW1", ..., "MW15", or equivalently "gauss", "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 either provide, optionally, mean
, sd
and prob
; or type
. In case of providing type
, the values of mean
, sd
and prob
are ignored.
The default case is standard normal, the same as 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. Ann. Statist., 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 harp
type = "harp"
# 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 = "Harp Density")
rug(Y, col = 'red')
plot(x, F, type = "l", main = "Harp Distribution")
rug(Y, col = 'red')
par(op)
|
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