tail_mixture: Function to find the most-left distribution set.
In INFOSET: Computing a New Informative Distribution Set of Asset Returns
tail_mixture R Documentation
Function to find the most-left distribution set.
Description
An adaptive clustering algorithm identifies sub-groups of gross returns at each iteration by approximating their distribution with a
sequence of two-component log-normal mixtures.
Usage
tail_mixture(y, shift, n_it, plot)
Arguments
y
vector or data frame
shift
double
n_it
integer
plot
option
Value
data object
INFOSET documentation built on April 4, 2025, 2:27 a.m.
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| tail_mixture | R Documentation |
Function to find the most-left distribution set.
Description
An adaptive clustering algorithm identifies sub-groups of gross returns at each iteration by approximating their distribution with a sequence of two-component log-normal mixtures.
Usage
tail_mixture(y, shift, n_it, plot)
Arguments
y |
vector or data frame |
shift |
double |
n_it |
integer |
plot |
option |
Value
data object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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