This function serves as an inference tool for the MCMC output
obtained using the function NMixMCMC. It computes
estimated posterior predictive densities for each pair of margins.
NMixPredDensJoint2(x, ...)# S3 method for default
NMixPredDensJoint2(x, scale, K, w, mu, Li, Krandom=TRUE, ...)
# S3 method for NMixMCMC
NMixPredDensJoint2(x, grid, lgrid=50, scaled=FALSE, ...)
# S3 method for GLMM_MCMC
NMixPredDensJoint2(x, grid, lgrid=50, scaled=FALSE, ...)
An object of class NMixPredDensJoint2 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.
frequency table for the values of \(K\) (numbers of mixture components) in the MCMC chain.
proportions derived from freqK.
the length of the MCMC used to compute the predictive densities.
a list with the computed predictive densities for each
pair of margins. The components of the list are named 1-2,
1-3, ..., i.e.,
dens[[1]]\(=\)dens[["1-2"]] is the pairwise predictive
density for margins 1 and 2, etc. Each component of the list
is a matrix in such a form that it can be directly passed together
with the proper components of x to the plotting functions
like contour or image.
a list with the computed predictive densities for each
margin, conditioned further by \(K\). The components of the list
are named 1-2, 1-3, .... That is,
dens[[1]][[1]] \(=\) dens[["1-2"]][[1]] is the
pairwise predictive density for margins 1 and 2 conditioned by \(K=1\),
dens[[1]][[2]] \(=\) dens[["1-2"]][[2]] is the
pairwise predictive density for margins 1 and 2 conditioned by \(K=2\) etc.
Note that densK provides some additional information only
when Krandom \(=\) TRUE or when x results from
the NMixMCMC call to the reversible jump MCMC.
There is also a plot method implemented for the resulting object.
an object of class NMixMCMC for
NMixPredDensJoint2.NMixMCMC function.
an object of class GLMM_MCMC for
NMixPredDensJoint2.GLMM_MCMC function.
A list with the grid values (see below) for
NMixPredDensJoint2.default 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.
either a number (when Krandom\(=\)FALSE) or a
numeric vector with the chain for the number of mixture components.
a numeric vector with the chain for the mixture weights.
a numeric vector with the chain for the mixture means.
a numeric vector with the chain for the mixture inverse variances (lower triangles only).
a logical value which indicates whether the number of mixture components changes from one iteration to another.
a list with the grid values for each margin in which the predictive 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
Komárek, A. (2009). A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data. Computational Statistics and Data Analysis, 53(12), 3932--3947.
plot.NMixPredDensJoint2, NMixMCMC,
GLMM_MCMC, NMixPredDensMarg.
## See additional material available in
## YOUR_R_DIR/library/mixAK/doc/
## or YOUR_R_DIR/site-library/mixAK/doc/
## https://www2.karlin.mff.cuni.cz/~komarek/software/mixAK/Galaxy.pdf
## https://www2.karlin.mff.cuni.cz/~komarek/software/mixAK/Faithful.pdf
## https://www2.karlin.mff.cuni.cz/~komarek/software/mixAK/Tandmob.pdf
##
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