rmixture {bayesm} | R Documentation |
rmixture
simulates iid draws from a Multivariate Mixture of Normals
rmixture(n, pvec, comps)
n |
number of observations |
pvec |
ncomp x 1 vector of prior probabilities for each mixture component |
comps |
list of mixture component parameters |
comps is a list of length, ncomp = length(pvec). comps[[j]][[1]] is mean vector for the jth component. comps[[j]][[2]] is the inverse of the cholesky root of Sigma for that component
A list containing ...
x |
An n x length(comps[[1]][[1]]) array of iid draws |
z |
A n x 1 vector of indicators of which component each draw is taken from |
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.