NMixPlugDensMarg: Marginal (univariate) densities: plug-in estimate

Description Usage Arguments Value Author(s) See Also

View source: R/NMixPlugDensMarg.R

Description

This function serves as an inference tool for the MCMC output obtained using the function NMixMCMC. It computes marginal (univariate) plug-in densities obtained by using posterior summary statistics (e.g., posterior means) of mixture weights, means and variances.

Usage

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NMixPlugDensMarg(x, ...)

## Default S3 method:
NMixPlugDensMarg(x, scale, w, mu, Sigma, ...)

## S3 method for class 'NMixMCMC'
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)

## S3 method for class 'GLMM_MCMC'
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)

Arguments

x

a list with the grid values (see below) for NMixPlugDensMarg.default function.

An object of class NMixMCMC for NMixPlugDensMarg.NMixMCMC function.

An object of class GLMM_MCMC for NMixPlugDensMarg.GLMM_MCMC function.

scale

a two component list giving the shift and the scale. If not given, shift is equal to zero and scale is equal to one.

w

a numeric vector with posterior summary statistics for the mixture weights. The length of this vector determines the number of mixture components.

mu

a matrix with posterior summary statistics for mixture means in rows. That is, mu has K rows and p columns, where K denotes the number of mixture components and p is dimension of the mixture distribution.

Sigma

a list with posterior summary statistics for mixture covariance matrices.

grid

a list with the grid values for each margin in which the density should be evaluated.

If grid is not specified, it is created automatically using the information from the posterior summary statistics stored in x.

lgrid

a length of the grid used to create the grid if that is not specified.

scaled

if TRUE, the density of shifted and scaled data is summarized. The shift and scale vector are taken from the scale component of the object x.

...

optional additional arguments.

Value

An object of class NMixPlugDensMarg which has the following components:

x

a list with the grid values for each margin. The components of the list are named x1, ... or take names from grid argument.

dens

a list with the computed densities for each margin. The components of the list are named 1, ..., i.e., dens[[1]]=dens[["1"]] is the predictive density for margin 1 etc.

There is also a plot method implemented for the resulting object.

Author(s)

Arnošt Komárek arnost.komarek[AT]mff.cuni.cz

See Also

plot.NMixPlugDensMarg, NMixMCMC, GLMM_MCMC, NMixPredDensMarg.


mixAK documentation built on July 2, 2020, 2:48 a.m.