mixture.sim {mixedsde} | R Documentation |
Simulation Of A Mixture Of Two Normal Or Gamma Distributions
Description
Simulation of M random variables from a mixture of two Gaussian or Gamma distributions
Usage
mixture.sim(M, density.phi, param)
Arguments
M |
number of simulated variables |
density.phi |
name of the chosen density 'mixture.normal' or 'mixture.gamma' |
param |
vector of parameters with the proportion of mixture of the two distributions and means and standard-deviations of the two normal or shapes and scales of the two Gamma distribution |
Details
If 'mixture.normal', the distribution is p N(\mu1,\sigma1^2) + (1-p)N(\mu2, \sigma2^2)
and param=c(p, \mu1, \sigma1, \mu2, \sigma2
)
If 'mixture.gamma', the distribution is p Gamma(shape1,scale1) + (1-p)Gamma(shape2,scale2)
and param=c(p, shape1, scale1, shape2, scale2)
Value
Y |
vector of simulated variables |
Examples
density.phi <- 'mixture.gamma'
param <- c(0.2,1.8,0.5,5.05,1); M <- 200
gridf <- seq(0, 8, length = 200)
f <- param[1] * 1/gamma(param[2]) * (gridf)^(param[2]-1) *
exp(-(gridf) / param[3]) / param[3]^param[2] +
(1-param[1]) * 1/gamma(param[4]) * (gridf)^(param[4]-1) *
exp(-(gridf) / param[5]) / param[5]^param[4]
Y <- mixture.sim(M, density.phi, param)
hist(Y)
lines(gridf, f)
[Package mixedsde version 5.0 Index]