mixDen(bayesm)R Documentation

Compute Marginal Density for Multivariate Normal Mixture

Description

mixDen computes the marginal density for each component of a normal mixture at each of the points on a user-specifed grid.

Usage

mixDen(x, p, comps)

Arguments

x array - ith column gives grid points for ith variable
p vector of mixture component probabilites
comps list of lists of components for normal mixture

Details

length(comps) is the number of mixture components. comps[[j]] is a list of parameters of the jth component. comps[[j]]$mu is mean vector; comps[[j]]$rooti is the UL decomp of Sigma^-1.

Value

an array of the same dimension as grid with density values.

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi, Chapter 5.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rnmixGibbs


[Package bayesm version 0.0 Index]