mixDenBi {bayesm} | R Documentation |
mixDenBi
computes the implied bivariate marginal density from a mixture of
normals with specified mixture probabilities and component parameters.
mixDenBi(i, j, xi, xj, pvec, comps)
i |
index of first variable |
j |
index of second variable |
xi |
grid of values of first variable |
xj |
grid of values of second variable |
pvec |
normal mixture probabilities |
comps |
list of lists of components |
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}.
an array (length(xi)=length(xj) x 2) with density value
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago Peter.Rossi@ChicagoGsb.edu.
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
## Not run: ## ## see examples in rnmixGibbs documentation ## ## End(Not run)