NMixPlugDensMarg {mixAK} | R Documentation

## Marginal (univariate) densities: plug-in estimate

### Description

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

### Usage

    NMixPlugDensMarg(x, ...)

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

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

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

### Arguments

`x` | a list with the grid values (see below) for `NMixPlugDensMarg.default` function. An object of class `NMixMCMC` for `NMixPlugDensMarg.NMixMCMC` function. An object of class `GLMM_MCMC` for `NMixPlugDensMarg.GLMM_MCMC` function.
`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. 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 `NMixPlugDensMarg` 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.
`dens` | a list with the computed densities for each margin. The components of the list are named `1`, ..., i.e., `dens[[1]]`=`dens[["1"]]` is the predictive density for margin 1 etc.

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

### Author(s)

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

### See Also

`plot.NMixPlugDensMarg`, `NMixMCMC`, `GLMM_MCMC`, `NMixPredDensMarg`.

[Package mixAK version 0.6 Index]