bayesm: mixDen – R documentation

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mixDen

Compute Marginal Density for Multivariate Normal Mixture

mixDen computes the marginal density for each dimension of a normal mixture at each of the points on a user-specifed grid.

mixDen(x, pvec, comps)

`x`	array where ith column gives grid points for ith variable
`pvec`	vector of mixture component probabilites
`comps`	list of lists of components for normal mixture

`length(comps)`	is the number of mixture components
`comps[[j]]`	is a list of parameters of the jth component
`comps[[j]]$mu`	is mean vector
`comps[[j]]$rooti`	is the UL decomp of Σ^{-1}

An array of the same dimension as grid with density values

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

For further discussion, see Chapter 3, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1