NMixPlugCondDensMarg {mixAK} | R Documentation

## Univariate conditional densities: plug-in estimate

### Description

This function serves as an inference tool for the MCMC output obtained using the function `NMixMCMC`. It computes estimates of univariate conditional densities obtained by using posterior summary statistics (e.g., posterior means) of mixture weights, means and variances (plug-in estimate).

### Usage

    NMixPlugCondDensMarg(x, ...)

    ## Default S3 method:
    NMixPlugCondDensMarg(x, icond, scale, w, mu, Sigma, ...)

    ## S3 method for class 'NMixMCMC':
    NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)

    ## S3 method for class 'GLMM_MCMC':
    NMixPlugCondDensMarg(x, icond, grid, lgrid=50, scaled=FALSE, ...)

### Arguments

`x` | an object of class `NMixMCMC` for `NMixPlugCondDensMarg.NMixMCMC` function. An object of class `GLMM_MCMC` for `NMixPlugCondDensMarg.GLMM_MCMC` function. A list with the grid values (see below) for `NMixPlugCondDensMarg.default` function.
`icond` | index of the margin by which we want to condition
`scale` | a two component list giving the `shift` and the `scale`. If not given, shift is equal to zero and scale is equal to one.
`w` | a numeric vector with posterior summary statistics for the mixture weights. The length of this vector determines the number of mixture components.
`mu` | a matrix with posterior summary statistics for mixture means in rows. That is, `mu` has K rows and p columns, where K denotes the number of mixture components and p is dimension of the mixture distribution.
`Sigma` | a list with posterior summary statistics for mixture covariance matrices.
`grid` | a list with the grid values for each margin in which the density should be evaluated. The value of `grid[[icond]]` determines the values by which we condition. If `grid` is not specified, it is created automatically using the information from the posterior summary statistics stored in `x`.
`lgrid` | a length of the grid used to create the `grid` if that is not specified.
`scaled` | if `TRUE`, the density of shifted and scaled data is summarized. The shift and scale vector are taken from the `scale` component of the object `x`.
`...` | optional additional arguments.

### Value

An object of class `NMixPlugCondDensMarg` which has the following components:

`x` | a list with the grid values for each margin. The components of the list are named `x1`, ... or take names from `grid` argument.
`icond` | index of the margin by which we condition.
`dens` | a list with the computed conditional densities for each value of `x[[icond]]`. Each `dens[[j]]` is again a list with conditional densities for each margin given margin `icond` equal to `x[[icond]][j]`. The value of `dens[[j]][[imargin]]` gives a value of a marginal density of the `imargin`-th margin at `x[[icond]][j]`.

There is also a `plot` method implemented for the resulting object.

### Author(s)

Arnošt Komárek arnost.komarek[AT]mff.cuni.cz

### See Also

`plot.NMixPlugCondDensMarg`, `NMixMCMC`, `GLMM_MCMC`, `NMixPredCondDensMarg`.

[Package mixAK version 0.6 Index]