eMixMargDen

array of grid points, grid[,i] are ordinates for ith dimension of the density

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

Covers many important models used
in marketing and micro-econometrics applications.
The package includes:
Bayes Regression (univariate or multivariate dep var),
Bayes Seemingly Unrelated Regression (SUR),
Binary and Ordinal Probit,
Multinomial Logit (MNL) and Multinomial Probit (MNP),
Multivariate Probit,
Negative Binomial (Poisson) Regression,
Multivariate Mixtures of Normals (including clustering),
Dirichlet Process Prior Density Estimation with normal base,
Hierarchical Linear Models with normal prior and covariates,
Hierarchical Linear Models with a mixture of normals prior and covariates,
Hierarchical Multinomial Logits with a mixture of normals prior
and covariates,
Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates,
Hierarchical Negative Binomial Regression Models,
Bayesian analysis of choice-based conjoint data,
Bayesian treatment of linear instrumental variables models,
Analysis of Multivariate Ordinal survey data with scale
usage heterogeneity (as in Rossi et al, JASA (01)),
Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see
Jiang, Manchanda, Rossi 2009)
For further reference, consult our book, Bayesian Statistics and
Marketing by Rossi, Allenby and McCulloch (Wiley 2005) and Bayesian Non- and Semi-Parametric
Methods and Applications (Princeton U Press 2014).

Peter Rossi

bayesm

Bayesian Inference for Marketing/Micro-Econometrics

eMixMargDen function

This routine is a utility routine that does not check the
 input arguments for proper dimensions and type. To avoid errors, call with
 output from <code><a rd-options="" href="/link/rnmixGibbs?package=bayesm&version=3.0-2" data-mini-rdoc="bayesm::rnmixGibbs">rnmixGibbs</a></code>.

Warning

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

This routine is a utility routine that does not check the
 input arguments for proper dimensions and type. To avoid errors, call with
 output from <code><a rd-options='' href='rnmixGibbs'>rnmixGibbs</a></code>.

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

Description

Usage

Arguments

Value

Warning

Details

References

See Also