CensMixReg-package: Censored Linear Mixture Regression Models

In CensMixReg: Censored Linear Mixture Regression Models

Description

This package contains a principal function that performs to estimate the parameters of a regression model considering an error that follows a finite mixture of Scale mixture of normal distributions, using an analytically simple and efficient EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters. Also contains a function for estimate the parameters of a censored linear models of finite mixture multivariate Student-t and Normal distributions.

Details

Package:	CensMixReg
Type:	Package
Version:	1.5
Date:	2017-07-26
License:	GPL (>=2)

Author(s)

Luis Benites Sanchez [e-mail], Victor Hugo Lachos [e-mail] and Edgar J. Lopez Moreno [e-mail]

Maintainer: Luis Benites Sanchez [e-mail]

References

Benites, L., Lachos, V.H., Cabral, C.R.B. (2015). Robust Regression Modeling for Censored Data Based on Mixtures of Student-t Distributions. Technical Report 5, Universidade Estadual de Campinas. http://www.ime.unicamp.br/sites/default/files/rp05-15.pdf

Benites, L., Lachos, V.H., H. Bolfarine (2017). Robust Regression Modeling of Censored Databased on Mixtures of Scale Mixtures of Normal Distributions. Technical Report 1, University of Connecticut.

Karlsson, M. & Laitila, T. (2014). Finite mixture modeling of censored regression models. Statistical papers, 55(3), 627-642.

Massuia, M. B., Cabral, C. R. B., Matos, L. A. & Lachos, V. H. (2014). Influence diagnostics for student-t censored linear regression models. Statistics, (ahead-of-print), 1-21.

Arellano-Valle, R., Castro, L., Gonzalez-Farias, G. & Munoz-Gajardo, K. (2012). Student-t censored regression model: properties and inference. Statistical Methods & Applications, 21, 453-473.

Garay, A. M., Lachos, V. H., Bolfarine, H. & Cabral, C. R. (2015). Linear censored regression models with scale mixtures of normal distributions. Statistical Papers, pages 1-32.

See Also

fm.smn.cr

Examples

#See examples for the CensMixReg function linked above.

CensMixReg documentation built on May 2, 2019, 9:11 a.m.