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: r-help@r-project.org
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
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and provide commented, minimal, self-contained, reproducible code.
