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 Σ^{-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, Anderson School, UCLA, perossichi@gmail.com.
For further discussion, see Chapter 3, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1