eMixMargDen

array of grid points, grid[,i] are ordinates for ith component

grid

array - each row of which contains a draw of probabilities of mixture comp

probdraw

list of lists of draws of mixture comp moments

compdraw

<code>eMixMargDen</code> assumes that a multivariate mixture of normals has been fitted
  via MCMC (using <code>rnmixGibbs</code>).  For each MCMC draw, the marginal densities
  for each component in the multivariate mixture are computed on a user-supplied
  grid and then averaged over draws.

multivariate

models

bayesm covers many important models used
  in marketing and micro-econometrics applications. 
  The package includes:
  Bayes Regression (univariate or multivariate dep var),
  Multinomial Logit (MNL) and Multinomial Probit (MNP),
  Multivariate Probit,
  Negative Binomial Regression,
  Multivariate Mixtures of Normals,
  Hierarchical Linear Models with normal prior and covariates,
  Hierarchical Multinomial Logits with mixture of normals prior
     and covariates,
  Hierarchical Negative Binomial Regression Models,
  Bayesian analysis of choice-based conjoint data,
  Bayesian treatment of linear instrumental variables models,
  and
  Analyis of Multivariate Ordinal survey data with scale
     usage heterogeneity (as in Rossi et al, JASA (01)).
  For further reference, consult our book, Bayesian Statistics and
  Marketing by Allenby, McCulloch and Rossi. 

Peter Rossi

bayesm

Bayesian Inference for Marketing/Micro-econometrics

eMixMargDen function

<ul><li>normal mixtures</li><li>bayes</li><li>MCMC</li></ul>

concept

This routine is a utility routine that does <strong>not</strong> check the
  input arguments for proper dimensions and type. To avoid errors, call with
  output from <code><a href="/link/rnmixGibbs?package=bayesm&version=1.1-2" rd-options="" data-mini-rdoc="bayesm::rnmixGibbs">rnmixGibbs</a></code>.

eMixMargDen: Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws

Description

Usage

Arguments

Value

concept

Warning

Details

References

See Also