mixDen {bayesm} | R Documentation

## Compute Marginal Density for Multivariate Normal Mixture

### Description

`mixDen` computes the marginal density for each component of a normal mixture at each of the points on a user-specifed grid.

### Usage

    mixDen(x, pvec, comps)

### Arguments

`x` | array - ith column gives grid points for ith variable
`pvec` | vector of mixture component probabilites
`comps` | list of lists of components for normal mixture

### 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 of the same dimension as grid with density values.

### 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`

### Examples

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

[Package bayesm version 2.0-8 Index]