dmixnorm: Density for normal mixtures

View source: R/rmixmorm.R

dmixnormR Documentation

Density for normal mixtures

Description

Density for univariate and multivariate mixture normal distribution

Usage

dmixnorm(x, means, sigmas, weights, log = FALSE)

Arguments

means

A 'q-by-k' matrix. Mean value vector within each component in total k components.

sigmas

A 'q-by-q-by-k' array. Variance covariance matrix with in each component.

weights

A 'k'-length vector. The weight in each component.

n

An positive integer. Numbers of samples to be generated.

Details

Density from mixture of normals.

Value

An 'n-by-q' matrix

Author(s)

Feng Li, Central University of Finance and Economics.

References

Villani et al 2009


thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.