BPmix: Binomial mixtures with Poisson Trials via Kiefer Wolfowitz...

In REBayes: Empirical Bayes Estimation and Inference

Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLE

Description

Interior point solution of Kiefer-Wolfowitz NPMLE for mixture of Poisson Binomials

Usage

BPmix(x, m, v = 50, weights = NULL, ...)

Arguments

x	Count of "successes" for binomial observations
m	Number of trials for binomial observations
v	Grid Values for the mixing distribution defaults to equal spacing of length v on [eps, 1- eps], if v is scalar.
weights	replicate weights for x obervations, should sum to 1
...	Other arguments to be passed to KWDual to control optimization

Details

The joint distribution of the probabilities of success and the number of trials is estimated. The grid specification for success probabilities is as for Bmix whereas the grid for the Poisson rate parameters is currently the support of the observed trials. There is no predict method as yet. See demo(BPmix1).

Value

An object of class density with components:

v	grid points of evaluation of the success probabilities
u	grid points of evaluation of the Poisson rate for number of trials
y	function values of the mixing density at (v,u)
g	estimates of the mixture density at the distinct data values
logLik	Log Likelihood value at the estimate
status	exit code from the optimizer

Author(s)

R. Koenker

References

Kiefer, J. and J. Wolfowitz Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters Ann. Math. Statist. 27, (1956), 887-906.

REBayes documentation built on Aug. 19, 2023, 5:10 p.m.