simMultiGauss: Simulate Random Samples from Multivariate Gaussian Mixture...

Description Usage Arguments Value

Description

Simulate Random Samples from Multivariate Gaussian Mixture Model

Usage

1
simMultiGauss(n, mix_prop, mus, covs, perc_out)

Arguments

n

Number of random samples to simulate

mix_prop

k-dimensional Vector of mixing proportions (to be normalized)

mus

(d x k) Matrix of mean parameters

covs

(d x d x k) Multi-way array of covariance parameters

perc_out

Percent (%) of random samples that will be outliers

Value

A list containing the following values * x : A matrix of simulated random samples from multi-dimensional Gaussian mixtures * z : A vector of hidden variables indicating the source components


nwakim/nwREM documentation built on May 22, 2019, 5:34 p.m.