Mean, standard deviation and quantiles of a normal mixture, per replicate

Vectorised equivalent of summary() on an RBesT::mixnorm() object. The mean and standard deviation are closed form. The quantiles invert the mixture CDF by bisection, which runs on every replicate simultaneously; RBesT instead calls uniroot once per mixture, at a looser tolerance.

Usage

normal_mixture_summary(weights, means, sds, probs = c(0.025, 0.5, 0.975))

Arguments

weights

n_replicates x n_components matrix of mixture weights.

means

n_replicates x n_components matrix of component means.

sds

n_replicates x n_components matrix of component standard deviations.

probs

Probabilities at which to evaluate the quantile function.

Value

A list with mean and sd vectors of length n_replicates, and a n_replicates x length(probs) matrix of quantiles.