mixdist: Creates an Object Representing Mixture Distribution

In mistr: Mixture and Composite Distributions

Creates an Object Representing Mixture Distribution

Description

mixdist creates an object which represents the mixture distribution.

Usage

mixdist(..., weights)

## S3 method for class 'dist'
mixdist(..., weights)

## Default S3 method:
mixdist(dist, params, weights, ...)

Arguments

...	distribution objects.
weights	vector of weights for the components.
dist	vector of distribution names.
params	list of parameters for each component.

Details

A CDF of a mixture distribution function is

F(A)=∑ w_{i}F_{i}(A)

, where w_{i} is the weight of the i-th component and F_{i}() is the CDF of the i-th component.

The objects can be specified in two ways, either the user may enter distribution objects or a vector of names and list of parameters. See the examples below.

Value

Object of class mixdist.

See Also

compdist

Examples

# using the objects
M <- mixdist(normdist(1, 3), expdist(4), weights = c(0.7, 0.3))
M

# using the names and parameters
M2 <- mixdist(c("norm", "exp"), list(c(mean = 1, sd = 3), c(rate = 4)),
              weights = c(0.7, 0.3))
M2

mistr documentation built on March 7, 2023, 7:42 p.m.