ks (version 1.6.13)

dmvnorm.mixt, rmvnorm.mixt: Multivariate normal mixture distribution

Description

Random generation and density values from multivariate normal mixture distribution.

Usage

dmvnorm.mixt(x, mus, Sigmas, props)
rmvnorm.mixt(n=100, mus=c(0,0), Sigmas=diag(2), props=1, mixt.label=FALSE)

Arguments

n

number of random variates

x

matrix of quantiles

mus

(stacked) matrix of mean vectors

Sigmas

(stacked) matrix of variance matrices

props

vector of mixing proportions

mixt.label

flag to output numeric label indicating the mixture component. Default is FALSE.

Value

• Multivariate normal mixture random vectors and density values.

Details

rmvnorm.mixt and dmvnorm.mixt are based on the rmvnorm and dmvnorm functions from the mvtnorm library.

See Also

rmvt.mixt, dmvt.mixt, dnorm.mixt, rnorm.mixt

Examples

mus <- rbind(c(-3/2,0), c(3/2,0))
Sigmas <- rbind(diag(c(1/16, 1)), rbind(c(1/16, 1/18), c(1/18, 1/16)))
props <- c(2/3, 1/3)
x <- rmvnorm.mixt(1000, mus, Sigmas, props)
dens <- dmvnorm.mixt(x, mus, Sigmas, props)