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).
NMixPlugCondDensMarg(x, ...)# S3 method for default
NMixPlugCondDensMarg(x, icond, scale, w, mu, Sigma, ...)
# S3 method for NMixMCMC
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)
# S3 method for GLMM_MCMC
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)
An object of class NMixPlugCondDensMarg which has the following components:
a list with the grid values for each margin. The components
of the list are named x1, ... or take names from
grid argument.
index of the margin by which we condition.
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.
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 below) for
NMixPlugCondDensMarg.default function.
index of the margin by which we want to condition
a two component list giving the shift and the
scale. If not given, shift is equal to zero and scale is
equal to one.
a numeric vector with posterior summary statistics for the mixture weights. The length of this vector determines the number of mixture components.
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.
a list with posterior summary statistics for mixture covariance matrices.
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 using
the information from the posterior summary statistics stored in x.
a length of the grid used to create the grid if
that is not specified.
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.
Arnošt Komárek arnost.komarek@mff.cuni.cz
plot.NMixPlugCondDensMarg, NMixMCMC, GLMM_MCMC, NMixPredCondDensMarg.