sim_mix {nethet} | R Documentation

## Simulate from mixture model.

### Description

Simulate from mixture model with multi-variate Gaussian or t-distributed components.

### Usage

    sim_mix(n, n.comp, mix.prob, Mu, Sig, dist = "norm", df = 2)

### Arguments

`n` | sample size
`n.comp` | number of mixture components ("comps")
`mix.prob` | mixing probablities (need to sum to 1)
`Mu` | matrix of component-specific mean vectors
`Sig` | array of component-specific covariance matrices
`dist` | 'norm' for Gaussian components, 't' for t-distributed components
`df` | degrees of freedom of the t-distribution (not used for Gaussian distribution), default=2

### Value

a list consisting of:

`S` | component assignments
`X` | observed data matrix

### Author(s)

n.stadler

### Examples

    n.comp = 4
    p = 5 # dimensionality
    Mu = matrix(rep(0, p), p, n.comp)
    Sigma = array(diag(p), c(p, p, n.comp))
    mix.prob = rep(0.25, n.comp)

    sim_mix(100, n.comp, mix.prob, Mu, Sigma)

[Package nethet version 1.24.0 Index]