dmix: Mixtures of truncated distributions

In CharlotteJana/momcalc: Symbolic Moment Calculation

Description

Compute the distribution and raw moments of a mixture of different, one dimenisonal, eventually truncated distributions.

Usage

dmix(lower = -Inf, upper = Inf, distrib, weights)

mmix(order = 1:4, lower = -Inf, upper = Inf, distrib, weights)

Arguments

lower	numeric giving the lower bound of the support. Defaults to -Inf.
upper	numeric giving the upper bound of the support. Defaults to Inf.
distrib	a list. Every element is itself a list representing a distribution. This list should have one named element spec which describes the distribution, i. e. "exp" for the exponential distribution or "norm" for the normal distribution. The other elements are optional additional parameters for the specfied distribution.
weights	numeric vector with the same length as distrib. Provides weights for every distribution given in distrib.
order	order of the moment

Examples

distributions <- list(list(spec="exp", rate = 2),
                     list(spec="norm", mean = 0, sd = 0.5),
                     list(spec="unif", min = 2, max = 3))
d <- dmix(-1, 3, weights = c(.1,.3,.1), distrib = distributions)
curve(d(x), -2, 5)

CharlotteJana/momcalc documentation built on Oct. 17, 2019, 7:21 a.m.