R: Marginal (univariate) densities: plug-in estimate

NMixPlugDensMarg {mixAK}

R Documentation

Marginal (univariate) densities: plug-in estimate

Description

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

Usage

NMixPlugDensMarg(x, ...)

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

## S3 method for class 'NMixMCMC'
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)

## S3 method for class 'GLMM_MCMC'
NMixPlugDensMarg(x, grid, lgrid=500, scaled=FALSE, ...)

Arguments

`x`	a list with the grid values (see below) for `NMixPlugDensMarg.default` function. An object of class `NMixMCMC` for `NMixPlugDensMarg.NMixMCMC` function. An object of class `GLMM_MCMC` for `NMixPlugDensMarg.GLMM_MCMC` function.
`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. 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 NMixPlugDensMarg 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.
`dens`	a list with the computed densities for each margin. The components of the list are named `1`, ..., i.e., `dens[[1]]=dens[["1"]]` is the predictive density for margin 1 etc.

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

Author(s)