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bayesm (version 1.1-2)

mixDen: Compute Marginal Density for Multivariate Normal Mixture

Description

mixDen computes the marginal density for each component of a normal mixture at each of the points on a user-specifed grid.

Usage

mixDen(x, pvec, comps)

Arguments

x
array - ith column gives grid points for ith variable
pvec
vector of mixture component probabilites
comps
list of lists of components for normal mixture

Value

  • an array of the same dimension as grid with density values.

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 Allenby, McCulloch, and Rossi, Chapter 5. http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rnmixGibbs