dmvnorm.mixt, rmvnorm.mixt {ks}R Documentation

Multivariate normal mixture distribution

Description

Random generation and density values from multivariate normal mixture distribution.

Usage

dmvnorm.mixt(x, mus, Sigmas, props)
rmvnorm.mixt(n=100, mus=c(0,0), Sigmas=diag(2), props=1, mixt.label=FALSE)

Arguments

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
mixt.label flag to output numeric label indicating the mixture component. Default is FALSE.

Details

rmvnorm.mixt and dmvnorm.mixt are based on the rmvnorm and dmvnorm functions from the mvtnorm library.

Value

Multivariate normal mixture random vectors and density values.

See Also

rmvt.mixt, dmvt.mixt, dnorm.mixt, rnorm.mixt

Examples

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)

[Package ks version 1.6.2 Index]