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.
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 Rossi, Allenby and McCulloch, Chapter 3.
http://www.perossi.org/home/bsm-1