momMix {bayesm} | R Documentation |
momMix
averages the moments of a normal mixture model over MCMC draws.
momMix(probdraw, compdraw)
probdraw |
R x ncomp list of draws of mixture probs |
compdraw |
list of length R of draws of mixture component moments |
R | is the number of MCMC draws in argument list above. |
ncomp | is the number of mixture components fitted. |
compdraw | is a list of lists of lists with mixture components. |
compdraw[[i]] | is ith draw. |
compdraw[[i]][[j]][[1]] | is the mean parameter vector for the jth component, ith MCMC draw. |
compdraw[[i]][[j]][[2]] | is the UL decomposition of Σ^{-1} for the jth component, ith MCMC draw |
A list containing:
mu |
posterior expectation of mean |
sigma |
posterior expectation of covariance matrix |
sd |
posterior expectation of vector of standard deviations |
corr |
posterior expectation of correlation matrix |
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 5, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1