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bayesm (version 2.0-9)

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

i
index of first variable
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.html

See Also

rnmixGibbs, mixDen

Examples

Run this code
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##  see examples in rnmixGibbs documentation
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