rmvnorm.mixt, dmvnorm.mixt {ks} | R Documentation |
Random generation and density values from multivariate normal mixture distribution.
rmvnorm.mixt(n=100, mus=c(0,0), Sigmas=diag(2), props=1) dmvnorm.mixt(x, mus, Sigmas, props)
n |
number of random variates |
x |
matrix of quantiles |
mus |
(stacked) matrix of mean vectors |
Sigmas |
(stacked) matrix of variance matrices |
props |
vector of mixing proportions |
rmvnorm.mixt
and dmvnorm.mixt
are based on the
rmvnorm
and dmvnorm
functions from the mvtnorm
library.
Multivariate normal mixture random vectors and density values.
mus <- rbind(c(-3/2,0), c(3/2,0)) Sigmas <- rbind(diag(c(1/16, 1)), rbind(c(1/16, 1/18), c(1/18, 1/16))) props <- c(2/3, 1/3) x <- rmvnorm.mixt(1000, mus, Sigmas, props) dens <- dmvnorm.mixt(x, mus, Sigmas, props)