
rmixture
simulates iid draws from a Multivariate Mixture of Normals
rmixture(n, pvec, comps)
A list containing:
an length(comps[[1]][[1]])
array of iid draws
an
number of observations
list of mixture component parameters
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
comps
is a list of length ncomp
with ncomp = length(pvec)
.
comps[[j]][[1]]
is mean vector for the
comps[[j]][[2]]
is the inverse of the cholesky root of
rnmixGibbs