dcnorm: Contaminated Normal Distribution Density

In matheuscastro43/finiteMix: Finite Mixture Models

Contaminated Normal Distribution Density

Description

Gives the density value of a univariate Contaminated Normal Distribution.

Usage

dcnorm(x, pi, mean, sd, gamma, log = FALSE)

Arguments

x	value or vector of values, to apply in the mixture probability density function.
pi	vector of mixture weights.
mean	value of mixture mean.
sd	value of parameter.
gamma	value of parameter.
log	logical; if TRUE, probabilities p are given as log(p).

Details

The mixture has density

f(x) = π_1 * N(mean, sd/sqrt(gamma)) + π_2 * N(mean, sd)

where N(mean, sd) is the density function of a Normal Distribution.

Author(s)

CASTRO, M. O.; MONTALVO, G. S. A.

Examples

f <- function(x){dcnorm(x, pi = c(0.7, 0.3), mean = 10, sd = 1, gamma = 3)}
## Plot using graphics package
require(graphics)
curve(f, 7, 13)

require(ggplot2)
## Plot using ggplot2 package
ggplot(data.frame(x=c(7, 13)), aes(x)) +
  stat_function(fun=f, size = 1L, colour = "#0c4c8a") +
  theme_minimal()

## Integrate
integrate(f, 0, Inf)$value

matheuscastro43/finiteMix documentation built on March 30, 2022, 12:49 p.m.