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mable (version 4.1.1)

dmixmvbeta: Multivariate Mixture Beta Distribution

Description

Density, distribution function, and pseudorandom number generation for the multivariate Bernstein polynomial model, mixture of multivariate beta distributions, with given mixture proportions \(p = (p_0, \ldots, p_{K-1})\), given degrees \(m = (m_1, \ldots, m_d)\), and support interval.

Usage

dmixmvbeta(x, p, m, interval = NULL)

pmixmvbeta(x, p, m, interval = NULL)

rmixmvbeta(n, p, m, interval = NULL)

Arguments

x

a matrix with d columns or a vector of length d within support hyperrectangle \([a, b] = [a_1, b_1] \times \cdots \times [a_d, b_d]\)

p

a vector of K values. All components of p must be nonnegative and sum to one for the mixture multivariate beta distribution. See 'Details'.

m

a vector of degrees, \((m_1, \ldots, m_d)\)

interval

a vector of two endpoints or a 2 x d matrix, each column containing the endpoints of support/truncation interval for each marginal density. If missing, the i-th column is assigned as c(0,1)).

n

sample size

Details

dmixmvbeta() returns a linear combination \(f_m\) of \(d\)-variate beta densities on \([a, b]\), \(\beta_{mj}(x) = \prod_{i=1}^d\beta_{m_i,j_i}[(x_i-a_i)/(b_i-a_i)]/(b_i-a_i)\), with coefficients \(p(j_1, \ldots, j_d)\), \(0 \le j_i \le m_i, i = 1, \ldots, d\), where \([a, b] = [a_1, b_1] \times \cdots \times [a_d, b_d]\) is a hyperrectangle, and the coefficients are arranged in the column-major order of \(j = (j_1, \ldots, j_d)\), \(p_0, \ldots, p_{K-1}\), where \(K = \prod_{i=1}^d (m_i+1)\). pmixmvbeta() returns a linear combination \(F_m\) of the distribution functions of \(d\)-variate beta distribution.

If all \(p_i\)'s are nonnegative and sum to one, then p are the mixture proportions of the mixture multivariate beta distribution.