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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peng Jiang Sent: Monday, 16 June 2008 3:48 PM To: R-help@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 ______________________________________________ R-help@r-project.org 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. ______________________________________________ R-help@r-project.org 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.
