Simulate from a known quantile-function mixture

Draws u ~ U(0,1) and returns x = Q_mu(u) for a mixture Q_mu = sum_j lambda_j Q_j on the chosen basis – a ground truth for recovery checks.

Usage

sim_qmix(n = 1000L, basis = "pareto", p = 3L, lambda = NULL)

Arguments

n

Sample size.

basis

Basis name (see qfmix_basis()).

p

Sieve dimension.

lambda

True weights (length p); default a decaying non-negative vector.

Value

A numeric sample with attribute "true_lambda".