mixDenBi {bayesm}R Documentation

Compute Bivariate Marginal Density for a Normal Mixture

Description

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

Usage

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

Arguments

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

Details

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 Sigma^{-1}.

Value

an array (length(xi)=length(xj) x 2) with density value

Warning

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

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 3.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rnmixGibbs, mixDen

Examples

## Not run: 
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##  see examples in rnmixGibbs documentation
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## End(Not run)

[Package bayesm version 2.0-8 Index]