rmixture simulates iid draws from a Multivariate Mixture of Normals
Usage
rmixture(n, pvec, comps)
Arguments
n
number of observations
pvec
ncomp x 1 vector of prior probabilities for each mixture component
comps
list of mixture component parameters
Value
A list containing ...
xAn n x length(comps[[1]][[1]]) array of iid draws
zA n x 1 vector of indicators of which component each draw is taken from
concept
mixture of normals
simulation
Warning
This routine is a utility routine that does not check the
input arguments for proper dimensions and type.
Details
comps is a list of length, ncomp = length(pvec). comps[[j]][[1]] is mean vector for the jth component.
comps[[j]][[2]] is the inverse of the cholesky root of Sigma for that component