R: Univariate conditional densities: plug-in estimate

NMixPlugCondDensMarg {mixAK}

R Documentation

Univariate conditional densities: plug-in estimate

Description

This function serves as an inference tool for the MCMC output obtained using the function NMixMCMC. It computes estimates of univariate conditional densities obtained by using posterior summary statistics (e.g., posterior means) of mixture weights, means and variances (plug-in estimate).

Usage

NMixPlugCondDensMarg(x, ...)

## Default S3 method:
NMixPlugCondDensMarg(x, icond, scale, w, mu, Sigma, ...)

## S3 method for class 'NMixMCMC'
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)

## S3 method for class 'GLMM_MCMC'
NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)

Arguments

`x`	an object of class `NMixMCMC` for `NMixPlugCondDensMarg.NMixMCMC` function. An object of class `GLMM_MCMC` for `NMixPlugCondDensMarg.GLMM_MCMC` function. A list with the grid values (see below) for `NMixPlugCondDensMarg.default` function.
`icond`	index of the margin by which we want to condition
`scale`	a two component list giving the `shift` and the `scale`. If not given, shift is equal to zero and scale is equal to one.
`w`	a numeric vector with posterior summary statistics for the mixture weights. The length of this vector determines the number of mixture components.
`mu`	a matrix with posterior summary statistics for mixture means in rows. That is, `mu` has `K` rows and `p` columns, where `K` denotes the number of mixture components and `p` is dimension of the mixture distribution.
`Sigma`	a list with posterior summary statistics for mixture covariance matrices.
`grid`	a list with the grid values for each margin in which the density should be evaluated. The value of `grid[[icond]]` determines the values by which we condition. If `grid` is not specified, it is created automatically using the information from the posterior summary statistics stored in `x`.
`lgrid`	a length of the grid used to create the `grid` if that is not specified.
`scaled`	if `TRUE`, the density of shifted and scaled data is summarized. The shift and scale vector are taken from the `scale` component of the object `x`.
`...`	optional additional arguments.

Value

An object of class NMixPlugCondDensMarg which has the following components:

`x`	a list with the grid values for each margin. The components of the list are named `x1`, ... or take names from `grid` argument.
`icond`	index of the margin by which we condition.
`dens`	a list with the computed conditional densities for each value of `x[[icond]]`. Each `dens[[j]]` is again a list with conditional densities for each margin given margin `icond` equal to `x[[icond]][j]`. The value of `dens[[j]][[imargin]]` gives a value of a marginal density of the `imargin`-th margin at `x[[icond]][j]`.

There is also a plot method implemented for the resulting object.

Author(s)