To answer your specific question, you can use mvrnorm (from MASS, i.e. library(MASS)) to generate each component. To generate a mixture with three components (Prob(1 st component) = p1, Prob(2nd component) = p2, Prob(3rd component) = p3, p1+p2+p3=1), you can generate a uniformly distributed variable X in (0,1) and then generate the 1st component if X < p1, the 2nd one if p1 <= X < p1+p2 and the 3rd one if X >=p1+p2.
--- On Fri, 13/6/08, Peng Jiang <[EMAIL PROTECTED]> wrote: > From: Peng Jiang <[EMAIL PROTECTED]> > Subject: [R] Generate Random Samples > To: [email protected] > Received: Friday, 13 June, 2008, 1:24 AM > Hi, > > I am a newbie to R and I am working with a Mac. > > Is there any package that I can use to generate random > samples from a > user defined distribution ? That is , I define a > distribution > function ( maybe multi dimension ) and I want some random > samples > generated from my this distribution. > > Or, there is a more specific problem . If I have a three > component > mixture with each of them being normal distribution( say 3 > > dimension ) , is there any package that I can use to > generate random > samples from this mixture . I know I can generate random > samples from > each individual component. However, can I just add them > directly???? > > Thanks. > > > > > > > > > > > -------------------------- > 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 > > ______________________________________________ > [email protected] mailing list > 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. ______________________________________________ [email protected] mailing list 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.
