rmvnorm.mixt, dmvnorm.mixt        package:ks        R Documentation

_M_u_l_t_i_v_a_r_i_a_t_e _n_o_r_m_a_l _m_i_x_t_u_r_e _d_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Random generation and density values from multivariate normal
     mixture distribution.

_U_s_a_g_e:

     rmvnorm.mixt(n=100, mus=c(0,0), Sigmas=diag(2), props=1)
     dmvnorm.mixt(x, mus, Sigmas, props)

_A_r_g_u_m_e_n_t_s:

       n: number of random variates

       x: matrix of quantiles

     mus: (stacked) matrix of mean vectors

  Sigmas: (stacked) matrix of variance matrices

   props: vector of mixing proportions

_D_e_t_a_i_l_s:

     'rmvnorm.mixt' is based on the 'rmvnorm' function from the
     'mvtnorm' library.

_V_a_l_u_e:

     Multivariate  normal mixture random vectors and density values.

_S_e_e _A_l_s_o:

     'rmvt.mixt', 'dmvt.mixt'

_E_x_a_m_p_l_e_s:

     mus <- rbind(c(-3/2,0), c(3/2,0))
     Sigmas <- rbind(diag(c(1/16, 1)), rbind(c(1/16, 1/18), c(1/18, 1/16)))
     props <- c(2/3, 1/3)
     x <- rmvnorm.mixt(1000, mus, Sigmas, props)
     dens <- dmvnorm.mixt(x, mus, Sigmas, props)

