condmixt: Conditional Density Estimation with Neural Network Conditional Mixtures

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Conditional density estimation with mixtures for heavy-tailed distributions

Author
Julie Carreau
Date of publication
2012-05-01 15:17:00
Maintainer
Julie Carreau <julie.carreau@univ-montp2.fr>
License
GPL-2
Version
1.0

View on CRAN

Man pages

condgaussmixt
The conditional Gaussian mixture distribution
condhparetomixt
The conditional hybrid Pareto mixture distribution
condhparetomixt.cvtrain.tailpen
Cross-validation of the conditinal mixture with hybrid Pareto...
condmixt.dirac.negloglike
Negative log-likelihood for conditional mixture with a...
condmixt.fit
Maximum likelihood estimation for conditional mixture...
condmixt.foldtrain
Training of conditional mixtures and evaluation of the...
condmixt.fwd
Forward pass in neural network conditional mixtures
condmixt.init
Conditional mixture parameter initial values
condmixt.nll
Negative log-likelihood for conditional mixtures
condmixt-package
Conditional Density Estimation with Neural Network...
condmixt.quant
Quantile computation for conditional mixtures.
condmixt.train
Training of conditional mixtures
gaussmixt
Mixture of Gaussians
gaussmixt.init
Provides initial values for the parameters of a mixture of...
gpd.mme
Moment Estimator for the Generalized and the Hybrid Pareto...
hillest
Hill Estimator
hpareto
The Hybrid Pareto Distribution
hpareto.alpha
Auxillary Parameters of the Hybrid Pareto Distribution
hparetomixt
Mixture of hybrid Paretos
hparetomixt.disp
Display the Hybrid Pareto Mixture Parameters
hparetomixt.init
Provides initial values for the parameters of a mixture of...
hparetomixt.negloglike
Maximum Likelihood Estimation for a Mixture of Hybrid Paretos
hparetomixt.negloglike.tailpen
Maximum Likelihood Estimation for a Mixture of Hybrid Paretos...
hpareto.negloglike
Hybrid Pareto Maximum Likelihood Estimation
kneigh.condquant
Conditional quantile estimation from nearest neighbors.
lambertw
Lambert W Function
lognormixt
Mixture of Log-Normals
softplus
Softplus Transform

Files in this package

condmixt
condmixt/MD5
condmixt/src
condmixt/src/condmixt.h
condmixt/src/condmixt.c
condmixt/R
condmixt/R/condmixt.R
condmixt/NAMESPACE
condmixt/man
condmixt/man/softplus.Rd
condmixt/man/lognormixt.Rd
condmixt/man/lambertw.Rd
condmixt/man/kneigh.condquant.Rd
condmixt/man/hparetomixt.Rd
condmixt/man/hparetomixt.negloglike.tailpen.Rd
condmixt/man/hparetomixt.negloglike.Rd
condmixt/man/hparetomixt.init.Rd
condmixt/man/hparetomixt.disp.Rd
condmixt/man/hpareto.Rd
condmixt/man/hpareto.negloglike.Rd
condmixt/man/hpareto.alpha.Rd
condmixt/man/hillest.Rd
condmixt/man/gpd.mme.Rd
condmixt/man/gaussmixt.Rd
condmixt/man/gaussmixt.init.Rd
condmixt/man/condmixt.train.Rd
condmixt/man/condmixt.quant.Rd
condmixt/man/condmixt.nll.Rd
condmixt/man/condmixt.init.Rd
condmixt/man/condmixt.fwd.Rd
condmixt/man/condmixt.foldtrain.Rd
condmixt/man/condmixt.fit.Rd
condmixt/man/condmixt.dirac.negloglike.Rd
condmixt/man/condmixt-package.Rd
condmixt/man/condhparetomixt.Rd
condmixt/man/condhparetomixt.cvtrain.tailpen.Rd
condmixt/man/condgaussmixt.Rd
condmixt/DESCRIPTION