Normal Mixture Density
The normal mixture density and auxiliary functions.
mixnorm(..., sigma, param = c("ms", "mn"))
mn2norm(m, n, sigma, drop = TRUE)
## S3 method for class 'normMix'
summary(object, probs = c(0.025, 0.5, 0.975), ...)
## S3 method for class 'normMix'
sigma(object, ...)
sigma(object) <- value... |
list of mixture components. |
sigma |
reference scale. |
param |
determines how the parameters in the list are interpreted. See details. |
m |
vector of means |
n |
vector of sample sizes. |
drop |
delete the dimensions of an array which have only one level. |
object |
normal mixture object. |
probs |
quantiles reported by the |
value |
new value of the reference scale |
Each entry in the ... argument list is expected to
be a triplet of numbers which defines the weight w_k, first
and second parameter of the mixture component k. A triplet
can optionally be named which will be used appropriately.
The first and second parameter can be given in different
parametrizations which is set by the param option:
Mean and standard deviation. Default.
Mean and number of observations. n determines s via the relation s=σ/√{n} with σ being the fixed reference scale.
The reference scale σ is the fixed standard deviation in
the one-parameter normal-normal model (observation standard
deviation). The function sigma can be used to query the
reference scale and may also be used to assign a new reference
scale, see examples below. In case the sigma is not
specified, the user has to supply sigma as argument to
functions which require a reference scale.
Returns a normal mixture with the specified mixture
components. mn2norm returns the mean and standard deviation
given a mean and sample size parametrization.
sigma<-: Allows to assign a new reference scale sigma.
Other mixdist: mixbeta,
mixcombine, mixgamma,
mix, plot.mix
nm <- mixnorm(rob=c(0.2, 0, 2), inf=c(0.8, 2, 2), sigma=5) print(nm) summary(nm) plot(nm) set.seed(1) mixSamp <- rmix(nm, 500) plot(nm, samp=mixSamp) # support defined by quantiles qmix(nm, c(0.01, 0.99)) # density function dmix(nm, seq(-5,5,by=2)) # distribution function pmix(nm, seq(-5,5,by=2)) # the reference scale can be changed (it determines the ESS) ess(nm) sigma(nm) <- 10 ess(nm)
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