Sample from a possibly truncated Gaussian mixture

N is the number of samples to draw and th specifies the Gaussian mixture with the ordering (pi_1,...,pi_K,mu_1,...,mu_K,s_1,...,s_K), where K is the number of mixture components. Optionally, the samples are drawn on the truncated interval tau_min to tau_max. Because of limitations in the package distr, the maximum number of mixture components suppored is K=4.

sample_gauss_mix(N, th, tau_min = NA, tau_max = NA)

Arguments

N	Number of samples
th	Parameterization vector for the Gaussian mixture
tau_min	(Optional) Lower bound for samples
tau_max	(Optional) Upper bound for samples

Value

N samples from the Gaussian mixture