mixAK (version 2.2)

NMixPlugCondDensMarg: Univariate conditional densities: plug-in estimate

Description

This function serves as an inference tool for the MCMC output obtained using the function NMixMCMC. It computes estimates of univariate conditional densities obtained by using posterior summary statistics (e.g., posterior means) of mixture weights, means and variances (plug-in estimate).

Usage

NMixPlugCondDensMarg(x, ...)
## S3 method for class 'default':
NMixPlugCondDensMarg(x, icond, scale, w, mu, Sigma, \dots)
## S3 method for class 'NMixMCMC':
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, \dots)
## S3 method for class 'GLMM_MCMC':
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, \dots)

Arguments

x

an object of class NMixMCMC for NMixPlugCondDensMarg.NMixMCMC function.

An object of class GLMM_MCMC for NMixPlugCondDensMarg.GLMM_MCMC function. A list with the grid values (see be

icond

index of the margin by which we want to condition

scale

a two component list giving the shift and the scale. If not given, shift is equal to zero and scale is equal to one.

w

a numeric vector with posterior summary statistics for the mixture weights. The length of this vector determines the number of mixture components.

mu

a matrix with posterior summary statistics for mixture means in rows. That is, mu has $K$ rows and $p$ columns, where $K$ denotes the number of mixture components and $p$ is dimension of the mixture distribution.

Sigma

a list with posterior summary statistics for mixture covariance matrices.

grid

a list with the grid values for each margin in which the density should be evaluated. The value of grid[[icond]] determines the values by which we condition.

If grid is not specified, it is created automatically usin

lgrid

a length of the grid used to create the grid if that is not specified.

scaled

if TRUE, the density of shifted and scaled data is summarized. The shift and scale vector are taken from the scale component of the object x.

...

optional additional arguments.

Value

• An object of class NMixPlugCondDensMarg which has the following components:
• x
  a list with the grid values for each margin. The components of the list are named x1, ...or take names from grid argument.
• icond
  index of the margin by which we condition.
• dens
  a list with the computed conditional densities for each value of x[[icond]]. Each dens[[j]] is again a list with conditional densities for each margin given margin icond equal to x[[icond]][j]. The value of dens[[j]][[imargin]] gives a value of a marginal density of the imargin-th margin at x[[icond]][j].
• There is also a plot method implemented for the resulting object.

See Also

plot.NMixPlugCondDensMarg, NMixMCMC, GLMM_MCMC, NMixPredCondDensMarg.