ncind: Sample components from a discrete mixture of normals

In drkowal/dsp: Dynamic Shrinkage Processes

Sample components from a discrete mixture of normals

Description

Sample Z from 1,2,...,k, with P(Z=i) proportional to q[i]N(mu[i],sig2[i]).

Usage

ncind(y, mu, sig, q)

Arguments

y	vector of data
mu	vector of component means
sig	vector of component standard deviations
q	vector of component weights

Value

Sample from 1,...,k

drkowal/dsp documentation built on July 19, 2023, 11:42 a.m.