rnorm_mix = function(n, pi, mean, sd, plot.it = TRUE, empirical = FALSE, col.pop = "red3",
col.empirical = "navy", ...){
g <- length(pi)
pi = pi/sum(pi)
if(n == floor(n) && min(c(pi, sd, n)) > 0 && length(mean) == g && length(sd) == g){
z = rmultinom(n = n, size = 1, pi)
aux = rowSums(z)
modal <- max(dnorm_mix(mean, pi, mean, sd))
sample = NULL
for(j in 1:g){
sample = c(sample, rnorm(aux[j], mean = mean[j], sd = sd[j]))
}
if(plot.it){
d.breaks <- ceiling(nclass.Sturges(sample)*2.5)
modal = min(c(1, max(modal, hist(sample, plot = FALSE,
if(any(names(list(...)) ==
"breaks") == FALSE){
breaks = d.breaks}, ...)$density)))
hist(sample,freq = F,border = "gray48",
main = "Sampling distribution of X",xlab = "x",
ylab = "Density",
ylim = c(0, modal),
if(any(names(list(...)) == "breaks") == FALSE){breaks = d.breaks}, ...)
pop = function(x){dnorm_mix(x, pi, mean, sd)}
curve(pop, col = col.pop, lwd = 3, add = T)
if(empirical){
lines(density(sample),col = col.empirical,lwd = 3)
legend("topright", legend=(c("Population", "Empirical")),
fill=c(col.pop, col.empirical),border = c(col.pop, col.empirical), bty="n")
}
else{
legend("topright", legend=(c("Population")),
fill=c(col.pop),border = c(col.pop), bty="n")
}
p <- recordPlot()
}
ord <- order(sample)
sample <- cbind(sample, rep(1:g, aux))
sample <- sample[ord,]
if(plot.it){
output = list(sample[,1], g, pi, mean, sd, sample[,2], p)
names(output) = c("sample", "g", "pi", "mu", "sigma", "classification", "plot")
}
else{
output = list(sample[,1], g, pi, mean, sd, sample[,2])
names(output) = c("sample", "g", "pi", "mu", "sigma", "classification")
}
return(output)
}else stop("The parametric space must be respected.")
}
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