I am trying to generate a set of data points from a Gaussian mixture
model. My mixture model is represented by a data frame that looks
like this:
> gmm
weight mean sd
1 0.3 0 1.0
2 0.2 -2 0.5
3 0.4 4 0.7
4 0.1 5 0.3
I have written the following function that generates the appropriate data:
gmm_data <- function(n, gmm) {
c(rnorm(n*gmm[1,]$weight, gmm[1,]$mean, gmm[1,]$sd),
rnorm(n*gmm[2,]$weight, gmm[2,]$mean, gmm[2,]$sd),
rnorm(n*gmm[3,]$weight, gmm[3,]$mean, gmm[3,]$sd),
rnorm(n*gmm[4,]$weight, gmm[4,]$mean, gmm[4,]$sd))
}
However, the fact that my mixture has four components is hard-coded
into this function. A better implementation of gmm_data() would
generate data points for an arbitrary number of mixture components
(i.e. an arbitrary number of rows in the data frame).
How do I do this? I'm sure it's simple, but I can't figure it out.
Thanks.
--
Bill McNeill
http://staff.washington.edu/billmcn/index.shtml
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