bnp

commit 90dae1fc7fc6718415b0d0238e7cd7c0c567d13b
parent c975daccadd9549baf4b693e55893c568899c468
Author: Jared Tobin <jared@jtobin.ca>
Date:   Tue, 23 Feb 2016 10:05:06 +1300

Add mixture model simulations.

Diffstat:
M
finite-gaussian-mixture/src/fmm_multivariate_generative.r
 | 
5
-----
A
finite-gaussian-mixture/src/simulation.r
 | 
18
++++++++++++++++++
A
finite-gaussian-mixture/src/simulation_multivariate.r
 | 
18
++++++++++++++++++

3 files changed, 36 insertions(+), 5 deletions(-)
diff --git a/finite-gaussian-mixture/src/fmm_multivariate_generative.r b/finite-gaussian-mixture/src/fmm_multivariate_generative.r
@@ -38,8 +38,3 @@ safe_rmvnorm = function(c, m, s) {
   if (c <= 0) return(numeric(0))
   else rmvnorm(c, m, solve(s))
   }
-
-previs = function(d) {
-  for (j in seq_along(d)) { d[[j]]$cluster = j }
-  do.call(rbind, d)
-  }
diff --git a/finite-gaussian-mixture/src/simulation.r b/finite-gaussian-mixture/src/simulation.r
@@ -0,0 +1,18 @@
+set.seed(42)
+
+require(ggplot2)
+require(reshape2)
+
+source('fmm_generative.r')
+
+config = list(
+    k = 4
+  , n = 10000
+  )
+
+d      = model(config$k, config$n)
+melted = melt(d)
+
+p = ggplot(melted, aes(value, colour = factor(L1), fill = factor(L1))) +
+      geom_density(alpha = 0.5)
+
diff --git a/finite-gaussian-mixture/src/simulation_multivariate.r b/finite-gaussian-mixture/src/simulation_multivariate.r
@@ -0,0 +1,18 @@
+set.seed(42)
+
+require(ggplot2)
+require(reshape2)
+
+source('fmm_multivariate_generative.r')
+
+config = list(
+    m = 2
+  , k = 4
+  , n = 10000
+  )
+
+d      = model(config$m, config$k, config$n)
+melted = melt(d, id.vars = c('x', 'y'))
+
+p = ggplot(melted, aes(x, y, colour = factor(L1))) + geom_point(alpha = 0.2)
+