mixturedist: Distribution Functions for a Mixture Distribution

In bertcarnell/mixturedist: Mixture Distriubtions

Description

pdf, cdf, inverse cdf, and random deviates of a user defined mixture distribution with equal weights.

Usage

.checkFunctions(functionList)

qMixtureDistribution(p, functionList, xMin, xMax, nPoints = 1000,
  logScale = FALSE)

rMixtureDistribution(n, functionList)

pMixtureDistribution(x, functionList)

dMixtureDistribution(x, functionList)

Arguments

functionList	A list of functions forming the mixture distribution. The functions must be a continuous CDF dependent on 'x'.
p	A vector of probabilities.
xMin	The minimum value for which probabilities and quantiles are calculated.
xMax	The maximum value for which probabilities and quantiles are calculated.
nPoints	The number of points at which the mixed CDF is calculated. Default=1000.
logScale	Are the CDF estimates to be performed on a logarithmic scale? Default=FALSE
n	The number of random deviates to compute
x	The value at which the cdf or pdf are computed

Value

A vector of densities, probabilities, quantiles, or random deviates from the mixture distribution.

Examples

  qMixtureDistribution(c(0.5), list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                                    "pnorm(x, 3, 0.1)"), 0, 4)
  pMixtureDistribution(2, list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                               "pnorm(x, 3, 0.1)"))
  pMixtureDistribution(c(0.5,1,2,4,5,6),
                       list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                            "pnorm(x, 3, 0.1)"))
  x1 <- rMixtureDistribution(10000, list("pnorm(x, 1, 0.1)",
                                         "pnorm(x, 2, 0.1)",
                                         "pnorm(x, 3, 0.1)"))
  mean(x1)
  rMixtureDistribution(1, list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                               "pnorm(x, 3, 0.1)"))
  rMixtureDistribution(3, list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                               "pnorm(x, 3, 0.1)"))
  rMixtureDistribution(4, list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                               "pnorm(x, 3, 0.1)"))
  integrate(dMixtureDistribution, 0, 4,
            functionList = list("pnorm(x, 1, 0.1)","pnorm(x, 2, 0.1)",
                                "pnorm(x, 3, 0.1)"))
  integrate(dMixtureDistribution, 0, Inf,
            functionList = list("pnorm(x, 1, 0.1)","plnorm(x, .2, 0.1)",
                                "pnorm(x, 3, 0.1)"))

bertcarnell/mixturedist documentation built on May 11, 2021, 11:07 a.m.