This function serves as an inference tool for the MCMC output
obtained using the function NMixMCMC. It computes
marginal (univariate) plug-in densities obtained by using posterior
summary statistics (e.g., posterior means) of mixture weights, means
and variances.
NMixPlugDensMarg(x, ...)# S3 method for default
NMixPlugDensMarg(x, scale, w, mu, Sigma, ...)
# S3 method for NMixMCMC
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)
# S3 method for GLMM_MCMC
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)
An object of class NMixPlugDensMarg 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.
a list with the computed densities for each
margin. The components of the list are named 1, ..., i.e.,
dens[[1]]\(=\)dens[["1"]] is the predictive
density for margin 1 etc.
There is also a plot method implemented for the resulting object.
a list with the grid values (see below) for
NMixPlugDensMarg.default function.
An object of class NMixMCMC for
NMixPlugDensMarg.NMixMCMC function.
An object of class GLMM_MCMC for
NMixPlugDensMarg.GLMM_MCMC function.
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.
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.NMixPlugDensMarg, NMixMCMC,
GLMM_MCMC, NMixPredDensMarg.