RVCompare (version 0.1.8)

mixtureDensity: A mixture of two or more distributions

Description

Returns the density function of the mixture distribution. The returned function is a single parameter function that returns the probability of the mixture in that point.

Usage

mixtureDensity(densities, weights = NULL)

Value

Returns a callable function with a single parameter that returns the probability of the mixture distribution each point.

Arguments

densities

the probability density functions to be combined.

weights

(optional) the weights of the distributions in the mixture. If it is not give, equal weights are assumed.

Examples

#If parameter weights not given, equal weights are assumed.
dist1 <- mixtureDensity(c(normalDensity(-2,1), normalDensity(2,1)))
plot(dist1, xlim = c(-5,5), xlab="x", ylab = "Probability density",
     main="Mixture of two Gaussians with equal weights", cex.main=0.85)

dist2 <- mixtureDensity(c(normalDensity(-2,1), normalDensity(2,1)), weights=c(0.8,0.2))
plot(dist2, xlim = c(-5,5), xlab="x", ylab = "Probability density",
     main="Mixture of two Gaussians with different weights", cex.main=0.85)