CensMFM-package: Finite Mixture of Multivariate Censored/Missing Data

Description Details Author(s) References See Also


It fits finite mixture models for censored or/and missing data using several multivariate distributions. Point estimation and asymptotic inference (via empirical information matrix) are offered as well as censored data generation. Pairwise scatter and contour plots can be generated. Possible multivariate distributions are the well-known normal, Student-t and skew-normal distributions. This package is an complement of Lachos, V. H., Moreno, E. J. L., Chen, K. & Cabral, C. R. B. (2017) <doi:10.1016/j.jmva.2017.05.005> for the multivariate skew-normal case.


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~~ An overview of how to use the package, including the most important functions ~~


Francisco H. C. de Alencar [aut, cre], Christian E. Galarza [aut], Larissa A. Matos [ctb], Victor H. Lachos [ctb]

Maintainer: Francisco H. C. de Alencar <hildemardealencar@gmail.com>


Cabral, C. R. B., Lachos, V. H., & Prates, M. O. (2012). Multivariate mixture modeling using skew-normal independent distributions. Computational Statistics & Data Analysis, 56(1), 126-142.

Prates, M. O., Lachos, V. H., & Cabral, C. (2013). mixsmsn: Fitting finite mixture of scale mixture of skew-normal distributions. Journal of Statistical Software, 54(12), 1-20.

C.E. Galarza, L.A. Matos, D.K. Dey & V.H. Lachos. (2019) On Moments of Folded and Truncated Multivariate Extended Skew-Normal Distributions. Technical report. ID 19-14. University of Connecticut.

F.H.C. de Alencar, C.E. Galarza, L.A. Matos & V.H. Lachos. (2019) Finite Mixture Modeling of Censored and Missing Data Using the Multivariate Skew-Normal Distribution. echnical report. ID 19-31. University of Connecticut.

See Also

fit.FMMSNC, rMSN, rMMSN and rMMSN.contour

CensMFM documentation built on May 2, 2020, 5:07 p.m.