Re: [R] simulating Gaussian Mixture Method

From: <Bill.Venables_at_csiro.au>
Date: Mon, 16 Jun 2008 16:07:00 +1000

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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 16 Jun 2008 - 06:12:31 GMT

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