eMixMargDen {bayesm} | R Documentation

## Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws

### Description

`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.

### Usage

    eMixMargDen(grid, probdraw, compdraw)

### Arguments

`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

### Details

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}.

### 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. To avoid errors, call with output from `rnmixGibbs`.

### 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.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`rnmixGibbs`

[Package bayesm version 2.0-8 Index]