rmixture               package:bayesm               R Documentation

_D_r_a_w _f_r_o_m _M_i_x_t_u_r_e _o_f _N_o_r_m_a_l_s

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

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

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

     rmixture(n, pvec, comps)

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

       n: number of observations 

    pvec: ncomp x 1 vector of prior probabilities for each mixture
          component 

   comps: list of mixture component parameters 

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

     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

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

     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 

_W_a_r_n_i_n_g:

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

_A_u_t_h_o_r(_s):

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

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

     'rnmixGibbs'

