mixDenBi: Compute Bivariate Marginal Density for a Normal Mixture
Description
mixDenBi
computes the implied bivariate marginal density from a mixture of
normals with specified mixture probabilities and component parameters.Usage
mixDenBi(i, j, xi, xj, pvec, comps)
Arguments
j
index of second variable
xi
grid of values of first variable
xj
grid of values of second variable
pvec
normal mixture probabilities
comps
list of lists of components
Value
- an array (length(xi)=length(xj) x 2) with density value
concept
- normal mixture
- marginal distribution
- density
Warning
This routine is a utility routine that does not check the
input arguments for proper dimensions and type.Details
length(comps) is the number of mixture components. comps[[j]] is a list of
parameters of the jth component. comps[[j]]$mu is mean vector; comps[[j]]$rooti
is the UL decomp of $Sigma^{-1}$.References
For further discussion, see Bayesian Statistics and Marketing
by Rossi, Allenby and McCulloch, Chapter 3.
http://faculty.chicagogsb.edu/peter.rossi/research/bsm.htmlExamples
Run this code##
## see examples in rnmixGibbs documentation
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