[R] Simulating Gaussian Mixture Models

[Xiaohui Chen]

First, simulate a uniform r.v on [0,1] and then cast it to binary label 
according to your underlying mixing probability;
Second, simulate a Gaussian r.v. in above selected component.

Of course, you can vecterize the two steps to simply your code.

X

Peng Jiang 写道:
>
>
> Hi,
>   Is there any package that I can use to simulate the Gaussian Mixture 
> Model , which is a mixture modeling method that is widely used in 
> statistical learning theory.
>  I know there is a mclust, however, I think it is a little bit 
> different from my problem.
> Thanks very much..
>
>  regards.
>
>
>
>
>
>
>
>
> --------------------------
> 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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