condmixt: Conditional Density Estimation with Neural Network Conditional Mixtures

Conditional density estimation with mixtures for heavy-tailed distributions

AuthorJulie Carreau
Date of publication2012-05-01 15:17:00
MaintainerJulie Carreau <julie.carreau@univ-montp2.fr>
LicenseGPL-2
Version1.0

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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