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, pvec, comps)

Arguments

x array - ith column gives grid points for ith variable
pvec 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 Rossi, Allenby and McCulloch, Chapter 3.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rnmixGibbs

Examples

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##  see examples in rnmixGibbs documentation
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[Package bayesm version 2.0-5 Index]