bayesm: rmixture – R documentation

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bayesm

rmixture

Draw from Mixture of Normals

Description

rmixture simulates iid draws from a Multivariate Mixture of Normals

Usage

rmixture(n, pvec, comps)

Arguments

`n`	number of observations
`pvec`	ncomp x 1 vector of prior probabilities for each mixture component
`comps`	list of mixture component parameters

Details

comps is a list of length ncomp with ncomp = length(pvec).
comps[[j]][[1]] is mean vector for the jth component.
comps[[j]][[2]] is the inverse of the cholesky root of Σ for jth component

Value

A list containing:

`x:`	an n x `length(comps[[1]][[1]])` array of iid draws
`z:`	an n x 1 vector of indicators of which component each draw is taken from

Warning

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

Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.