[R] simulating Gaussian Mixture Method
Bill.Venables at csiro.au
Bill.Venables at csiro.au
Mon Jun 16 08:07:00 CEST 2008
Adding them together will not give you a sample from a mixture, it gives you a sample from another multivariate normal distribution.
Rather than add them together what you have to do is select from each of the two samples with the appropriate probability.
e.g. suppose your mixing probability was 0.6 for the first component and hence 0.4 for the second. Also suppose S1 (1000 x 6) and S2 (1000 x 6) are the two samples generated by mvrnorm. Then to get a sample from a mixture of the two you would need to do
S12 <- array(c(S1, S2), dim = c(1000*6, 2)) ## both in the one matrix, as two columns
comp <- cbind(1:6000, ifelse(runif(1000) < 0.6, 1, 2))
Smix <- matrix(S12[comb], nrow = 1000)
This should give you a sample from the mixture.
Bill Venables
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Peng Jiang
Sent: Monday, 16 June 2008 3:48 PM
To: R-help at r-project.org
Subject: [R] simulating Gaussian Mixture Method
Hi,
I have a mixture pdf which has three components, each satisfies the
6 dimension normal distribution.
I use mvrnorm() from the MASS library to generate 1000 samples for
each component and I add them
to get the random samples which satisfies with the mixture
distribution.
I use Mclust() from the mclust library to get the model of the
samples and strange things happened.
First it gave a warning
> samplesMclust <- Mclust( samples )
Warning messages:
1: In summary.mclustBIC(Bic, data, G = G, modelNames = modelNames) :
best model occurs at the min or max # of components considered
2: In Mclust(samples) : optimal number of clusters occurs at min choice
Then I input
> samplesMclust
best model: XXI with 1 components
it says the best model is with 1 component !
I am confused ... Is it because the way that I generate samples is
wrong???
thanks so much !
--------------------------
Peng Jiang
江鹏
Ph.D. Candidate
Antai College of Economics & Management
安泰经济管理学院
Department of Mathematics
数学系
Shanghai Jiaotong University (Minhang Campus)
800 Dongchuan Road
200240 Shanghai
P. R. China
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