rmixnormal: Generating Random Data From A Normal Mixture Model
Description
The function rmixnormal generates random data from a normal mixture model.
Usage
rmixnormal(n, pi, mu, sd)
Value
The function rmixnormal returns a numeric vector of random data from the specified normal mixture model.
Arguments
n
a positive integer specifying the number of observations we want to generate from the mixture model
pi
a numeric vector for the proportion of each component
mu
a numeric vector for the mean of each component
sd
a numeric vector for the standard deviation of each component
Details
The number of random data from each component \(n_0\) (a vector) is generated from a multinomial
distribution Multinom\((n, pi)\). Then the random data from each component is generated with
the sample sized specified in \(n_0\) and parameters of normal distributions specified in
mu and sd.