eMixMargDen {bayesm}  R Documentation 
Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws
Description
eMixMargDen
assumes that a multivariate mixture of normals has been fitted
via MCMC (using rnmixGibbs
). For each MCMC draw, eMixMargDen
computes
the marginal densities for each component in the multivariate mixture on a usersupplied
grid and then averages over the MCMC draws.
Usage
eMixMargDen(grid, probdraw, compdraw)
Arguments
grid 
array of grid points, 
probdraw 
array where each row contains a draw of probabilities of the mixture component 
compdraw 
list of lists of draws of mixture component moments 
Details
length(compdraw)  is the number of MCMC draws. 
compdraw[[i]]  is a list draws of mu and of the inverse Cholesky root for each of mixture components. 
compdraw[[i]][[j]]  is j th component. 
compdraw[[i]][[j]]$mu  is mean vector. 
compdraw[[i]][[j]]$rooti  is the UL decomp of \Sigma^{1} .

Value
An array of the same dimension as grid
with density values.
Warning
This routine is a utility routine that does not check the input arguments for proper dimensions and type. To avoid errors, call with output from rnmixGibbs
.
Author(s)
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
References
For further discussion, see Bayesian Statistics and Marketingby Rossi, Allenby, and McCulloch.