GMCM (version 1.1.1)

rtheta: Get random parameters for the Gaussian mixture (copula) model

Description

The function generates a random set parameters for the Gaussian mixture model (GMM) and Gaussian mixture copula model (GMCM).

Usage

rtheta(m = 3, d = 2)

Arguments

m

The number of components in the mixture.

d

The dimension of the mixture distribution.

Value

• A named list of parameters with the 4 elements:
• m
  An integer giving the number of components in the mixture. Default is 3.
• d
  An integer giving the dimension of the mixture distribution. Default is 2.
• pie
  A numeric vector of length m of mixture proportions between 0 and 1 which sums to one.
• mu
  A list of length m of numeric vectors of length d for each component.
• sigma
  A list of length m of variance-covariance matrices (of size d times d) for each component.

See Also

is.theta

Examples

rtheta()
rtheta(d = 5, m = 2)

test <- rtheta()
is.theta(test)