mixDen(bayesm) | R Documentation |
mixDen
computes the marginal density for each component of
a normal mixture at each of the points on a user-specifed grid.
mixDen(x, p, comps)
x |
array - ith column gives grid points for ith variable |
p |
vector of mixture component probabilites |
comps |
list of lists of components for normal mixture |
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 of the same dimension as grid with density values.
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 Allenby, McCulloch, and Rossi, Chapter 5.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html