bayesm: mixDenBi – R documentation

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mixDenBi

Compute Bivariate Marginal Density for a Normal Mixture

mixDenBi computes the implied bivariate marginal density from a mixture of normals with specified mixture probabilities and component parameters.

mixDenBi(i, j, xi, xj, pvec, comps)

`i`	index of first variable
`j`	index of second variable
`xi`	grid of values of first variable
`xj`	grid of values of second variable
`pvec`	normal mixture probabilities
`comps`	list of lists of components

`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 (length(xi)=length(xj) x 2) with density value

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