rmixmvnorm {freqparcoord}

Random vectors from mixtures of multivariate normal distributions.

Description

Generates random vectors from mixtures of multivariate normal distributions.

Usage

rmixmvnorm(n,dm,nmix,means,covs,wts=rep(1/nmix,nmix)) 

Arguments

n

Number of random vectors to generate.

dm

Dimension i.e. length of each random vector.

nmix

Number of components in the mixture.

means

Mean vectors of the MV normal distributions; an R list of nmix vectors of length dm each

covs

Covariance matrices of the MV normal distributions; an R list of nmix , each dm x dm.

wts

Mixture probabilities.

Value

An n by dm matrix of random vectors of length dm, grouped by MV normal distribution of origin.

Author(s)

Norm Matloff <[e-mail]>