R help - Mar 2006 - Simulate Mixture Model data

Dear R Users??

I woould like to generate mixture model data.

I try two type method as followings two method, can anyone tell me which is
right? or  better?

1. generate two vectors data y1 and y2 from f1 and f2 seperately, and calculate
y=alpha1*y1+alpha2*y2,
2. generate prob=unif(1), if prob <alpha1 y=y1, else y=y2. 

Can anyone give me some idea?

Thanks so much!	

Goeland
goeland at gmail.com
2006-03-21

>>>>> "Goeland" == Goeland  <goeland at
gmail.com>
>>>>>     on Tue, 21 Mar 2006 00:21:12 -0500 writes:
    Goeland> Dear R Users$A#,(BI woould like to generate mixture
    Goeland> model data.

Look at package "nor1mix"  which deals with univariate (aka
'one-dimensional') mixtures of normals ("Gaussians").

    Goeland> I try two type method as followings two method, can
    Goeland> anyone tell me which is right? or better?

    Goeland> 1. generate two vectors data y1 and y2 from f1 and
    Goeland> f2 seperately, and calculate y=alpha1*y1+alpha2*y2,
that's clearly wrong.

    Goeland> 2. generate prob=unif(1), if prob <alpha1 y=y1,
    Goeland> else y=y2.

    Goeland> Can anyone give me some idea?

Look at the short function   rnorMix()  in the package nor1mix.

It shows you how to implement a generalization of your version
"2" efficiently.

    Goeland> Thanks so much!

    Goeland> Goeland goeland at gmail.com 2006-03-21

Hmm, I hope I haven't just helped a student do his homework.
(Now I think I did...)
I'm still very reluctant to help anonymous people, and consider
this one as a big exception..

Martin Maechler, ETH Zurich