dmxnorm {lazy.cluster} | R Documentation |
Density Function (pdf) of Mixture of Multivariate Normal Distribution
dmxnorm(X, rho, mu, Sigma, log = 0)
X |
The value of random variables at which pdf is evaluated. |
rho |
The mixing proportion vector of length ncl |
mu |
The mean matrix of the size ncl x nvar |
Sigma |
The dispersion matrices storeed in nvar x nvar x ncl array |
log |
= 1 to calculate log pdf |
If Sigma is NOT a matrix, native dnorm is used.
When X is a matrix, mu must be a matrix and Sigma must be a 3D array.
When X is a vector, that is, X is univariate, Sigma can be a matrix.
# multivariate set.seed(1701) mu=matrix(c( 0,0, 1,1 ), 2,2) Sigma=cbind(diag(2),.5*diag(2)) dim(Sigma)=c(2,2,2) rho=c(.8,.2) X=matrix(rnorm(10*2),10) dmxnorm( X, rho, mu, Sigma, log=0 ) # univariate set.seed(1701) mu=c(0,0) Sigma=c(0.5, 0.5) rho=c(.8,.2) X=matrix(rnorm(10),10) X=rnorm(10) den=dmxnorm( X, rho, mu, Sigma, log=0 )