rmixture {bayesm} | R Documentation

## Draw from Mixture of Normals

### Description

`rmixture` simulates iid draws from a Multivariate Mixture of Normals

### Usage

    rmixture(n, pvec, comps)

### Arguments

`n` | number of observations
`pvec` | ncomp x 1 vector of prior probabilities for each mixture component
`comps` | list of mixture component parameters

### Details

comps is a list of length, ncomp = length(pvec). comps[[j]][[1]] is mean vector for the jth component. comps[[j]][[2]] is the inverse of the cholesky root of Sigma for that component

### Value

A list containing ...

`x` | An n x length(comps[[1]][[1]]) array of iid draws
`z` | A n x 1 vector of indicators of which component each draw is taken from

### 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.

### See Also

`rnmixGibbs`

[Package bayesm version 2.0-8 Index]