eMixMargDen {bayesm} | R Documentation |
eMixMargDen
assumes that a multivariate mixture of normals has been fitted
via MCMC (using rnmixGibbs
). For each MCMC draw, the marginal densities
for each component in the multivariate mixture are computed on a user-supplied
grid and then averaged over draws.
eMixMargDen(grid, probdraw, compdraw)
grid |
array of grid points, grid[,i] are ordinates for ith component |
probdraw |
array - each row of which contains a draw of probabilities of mixture comp |
compdraw |
list of lists of draws of mixture comp moments |
length(compdraw) is number of MCMC draws.
compdraw[[i]] is a list draws of mu and inv Chol root for each of mixture components.
compdraw[[i]][[j]] is jth component. compdraw[[i]][[j]]$mu is mean vector; compdraw[[i]][[j]]$rooti
is the UL decomp of Sigma^{-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. To avoid errors, call with
output from rnmixGibbs
.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Rossi, Allenby and McCulloch.
http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html