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posterior density of the mixture normal distribution
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library(ggplot2) | |
library(gganimate) | |
logsumexp=function (logx1,logx2){ | |
logx1 + log1p(exp(logx2-logx1)) | |
} | |
llmixnorm <- function(par, y){ | |
a0 <- par[1] | |
b0 <- par[2] | |
theta <- par[3] | |
sum(logsumexp(log(1-a0)+dnorm(y,log = TRUE), log(a0)+dnorm(y,b0,log = TRUE))) + dbeta(a0, theta, theta, log = TRUE) | |
} | |
N <- 100L | |
set.seed(1) | |
y11 <- c(rnorm(N/2),rnorm(N/2,0.5)) | |
ggplot()+ | |
geom_histogram(data=NULL, aes(x=y11), fill="grey70", bins=25)+ | |
theme_bw(14)+labs(x="y", y="count") | |
parms <- expand.grid(a=seq(0.3,0.99,length.out = 200), | |
b=seq(0,1,length.out = 200), | |
theta=seq(0.5,3,by=0.1)) | |
l11 <- apply(parms, 1, llmixnorm, y=y11) | |
dfL11 <- data.frame(parms, value = exp(l11)) | |
ggplot(dfL11,aes(x=b,y=a))+ | |
geom_point(aes(colour=value))+ | |
scale_colour_continuous(type = "viridis")+ | |
labs(title = 'theta: {round(frame_time,2)}') + | |
transition_time(theta)+ | |
theme_bw(14)+theme(legend.position = "none") | |
anim_save("post_mixnorm.gif") |
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