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

Functions

condbergamixt.fit Man page
condbergamixt.foldtrain Man page
condbergamixt.fwd Man page
condbergamixt.init Man page
condbergamixt.negloglike Man page
condbergamixt.nll Man page
condbergamixt.quant Man page
condbergamixt.train Man page
condgaussmixt Man page
condgaussmixt.dirac.condquant Man page
condgaussmixt.dirac.fit Man page
condgaussmixt.dirac.foldtrain Man page
condgaussmixt.dirac.fwd Man page
condgaussmixt.dirac.init Man page
condgaussmixt.dirac.negloglike Man page
condgaussmixt.dirac.nll Man page
condgaussmixt.dirac.quant Man page
condgaussmixt.dirac.train Man page
condgaussmixt.fit Man page
condgaussmixt.foldtrain Man page
condgaussmixt.fwd Man page
condgaussmixt.init Man page
condgaussmixt.nll Man page
condgaussmixt.quant Man page
condgaussmixt.train Man page
condhparetomixt Man page
condhparetomixt.cvtrain.tailpen Man page
condhparetomixt.dirac.condquant Man page
condhparetomixt.dirac.fit Man page
condhparetomixt.dirac.fit.tailpen Man page
condhparetomixt.dirac.foldtrain.tailpen Man page
condhparetomixt.dirac.fwd Man page
condhparetomixt.dirac.init Man page
condhparetomixt.dirac.negloglike Man page
condhparetomixt.dirac.nll Man page
condhparetomixt.dirac.nll.tailpen Man page
condhparetomixt.dirac.quant Man page
condhparetomixt.dirac.train.tailpen Man page
condhparetomixt.fit Man page
condhparetomixt.fit.tailpen Man page
condhparetomixt.foldtrain Man page
condhparetomixt.foldtrain.tailpen Man page
condhparetomixt.fwd Man page
condhparetomixt.init Man page
condhparetomixt.nll Man page
condhparetomixt.nll.tailpen Man page
condhparetomixt.quant Man page
condhparetomixt.train Man page
condhparetomixt.train.tailpen Man page
condlognormixt.dirac.condquant Man page
condlognormixt.dirac.fit Man page
condlognormixt.dirac.foldtrain Man page
condlognormixt.dirac.init Man page
condlognormixt.dirac.negloglike Man page
condlognormixt.dirac.nll Man page
condlognormixt.dirac.quant Man page
condlognormixt.dirac.train Man page
condlognormixt.fit Man page
condlognormixt.foldtrain Man page
condlognormixt.init Man page
condlognormixt.nll Man page
condlognormixt.quant Man page
condlognormixt.train Man page
condmixt Man page
condmixt.dirac.negloglike Man page
condmixt.fit Man page
condmixt.foldtrain Man page
condmixt.fwd Man page
condmixt.init Man page
condmixt.nll Man page
condmixt-package Man page
condmixt.quant Man page
condmixt.train Man page
dcondgaussmixt Man page
dcondhparetomixt Man page
dgaussmixt Man page
dhpareto Man page
dhparetomixt Man page
dlognormixt Man page
gaussmixt Man page
gaussmixt.init Man page
gpd.mme Man page
hillest Man page
hpareto Man page
hpareto.alpha Man page
hpareto.beta Man page
hpareto.fit Man page
hpareto.gamma Man page
hparetomixt Man page
hparetomixt.cvtrain Man page
hparetomixt.cvtrain.tailpen Man page
hparetomixt.disp Man page
hparetomixt.fit Man page
hparetomixt.fit.tailpen Man page
hparetomixt.init Man page
hparetomixt.negloglike Man page
hparetomixt.negloglike.tailpen Man page
hpareto.mme Man page
hpareto.negloglike Man page
kneigh.condquant Man page
lambertw Man page
lognormixt Man page
pcondgaussmixt Man page
pcondhparetomixt Man page
pcondhparetomixt.dirac Man page
pgaussmixt Man page
phpareto Man page
phparetomixt Man page
qhpareto Man page
rhpareto Man page
softplus Man page
softplusinv Man page

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

Please suggest features or report bugs with the GitHub issue tracker.

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