momMix {bayesm}  R Documentation 
Compute Posterior Expectation of Normal Mixture Model Moments
Description
momMix
averages the moments of a normal mixture model over MCMC draws.
Usage
momMix(probdraw, compdraw)
Arguments
probdraw 

compdraw 
list of length 
Details
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 i th draw. 
compdraw[[i]][[j]][[1]]  is the mean parameter vector for the j th component, i th MCMC draw. 
compdraw[[i]][[j]][[2]]  is the UL decomposition of \Sigma^{1} for the j th component, i th MCMC draw

Value
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 
Warning
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Author(s)
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
References
For further discussion, see Chapter 5, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
See Also
[Package bayesm version 3.16 Index]