hparetomixt: Mixture of hybrid Paretos

In condmixt: Conditional Density Estimation with Neural Network Conditional Mixtures

Description

Density and distribution function for a mixture of hybrid Paretos with m components.

Usage

dhparetomixt(params, x, log = FALSE, trunc = TRUE)
phparetomixt(params, x, trunc = TRUE)

Arguments

params	matrix of mixture parameters of dimension 4 x m, where m is the number of components, so that each column contains the mixture parameters (pi, xi, mu, sigma) related to one component
x	vector of sample data
log	logical, if TRUE, probabilities p are given as log(p).
trunc	logical, if TRUE (default), the hybrid Pareto density is truncated below zero.

Value

dhparetomixt gives the density and phparetomixt gives the distribution function

Author(s)

Julie Carreau

References

Carreau, J. and Bengio, Y. (2009), A Hybrid Pareto Model for Asymmetric Fat-tailed Data: the Univariate Case, 12, Extremes

See Also

hparetomixt.init

condmixt documentation built on July 1, 2020, 6:04 p.m.