Marginal distribution of a mixture.

The marginal of a mixture is itself a mixture of the component marginals with the same mixing weights: \(p(x_I) = \sum_k w_k p_k(x_I)\).

# S3 method for class 'mixture'
marginal(x, indices)

Arguments

x

A mixture object.

indices

Integer vector of variable indices to keep.

Value

A mixture object with marginalized components.

Details

Requires all components to support marginal.

Examples

# Mixture of bivariate normals, extract marginal over first variable
m <- mixture(
  list(mvn(c(0, 0), diag(2)), mvn(c(3, 3), diag(2))),
  c(0.5, 0.5)
)
m1 <- marginal(m, 1)
mean(m1)
#> [1] 1.5