mistr (version 0.0.6)

mixdist: Creates an Object Representing Mixture Distribution

Description

mixdist creates an object which represents the mixture distribution.

Usage

mixdist(..., weights)
# S3 method for dist
mixdist(..., weights)
# S3 method for default
mixdist(dist, params, weights, ...)

Value

Object of class mixdist.

Arguments

...

distribution objects.

weights

vector of weights for the components.

dist

vector of distribution names.

params

list of parameters for each component.

Details

A CDF of a mixture distribution function is $$F(A)=\sum w_{i}F_{i}(A)$$, where \(w_{i}\) is the weight of the i-th component and \(F_{i}()\) is the CDF of the i-th component.

The objects can be specified in two ways, either the user may enter distribution objects or a vector of names and list of parameters. See the examples below.

See Also

compdist

Examples

# using the objects
M <- mixdist(normdist(1, 3), expdist(4), weights = c(0.7, 0.3))
M

# using the names and parameters
M2 <- mixdist(c("norm", "exp"), list(c(mean = 1, sd = 3), c(rate = 4)),
              weights = c(0.7, 0.3))
M2