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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and provide commented, minimal, self-contained, reproducible code.
