mixComp: Estimation of Order of Mixture Distributions

Methods for estimating the order of a mixture model. The approaches considered are based on the following papers (extensive list of references is available in the vignette): 1. Dacunha-Castelle, Didier, and Elisabeth Gassiat. The estimation of the order of a mixture model. Bernoulli 3, no. 3 (1997): 279-299. <https://projecteuclid.org/download/pdf_1/euclid.bj/1177334456>. 2. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity. Journal of the American Statistical Association 101, no. 476 (2006): 1475-1486. <doi:10.1198/016214506000000555>. 3. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity for count data. Computational statistics & data analysis 51, no. 9 (2007): 4379-4392. <doi:10.1016/j.csda.2006.06.006>. 4. Umashanger, T., and T. N. Sriram. L2E estimation of mixture complexity for count data. Computational statistics & data analysis 53, no. 12 (2009): 4243-4254. <doi:10.1016/j.csda.2009.05.013>. 5. Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. <doi:10.1023/A:1003839420071>. 6. Cutler, Adele, and Olga I. Cordero-Brana. Minimum Hellinger Distance Estimation for Finite Mixture Models. Journal of the American Statistical Association 91, no. 436 (1996): 1716-1723. <doi:10.2307/2291601>. A number of datasets are included. 1. accidents, from Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. <doi:10.1023/A:1003839420071>. 2. acidity, from Sybil L. Crawford, Morris H. DeGroot, Joseph B. Kadane & Mitchell J. Small (1992) Modeling Lake-Chemistry Distributions: Approximate Bayesian Methods for Estimating a Finite-Mixture Model, Technometrics, 34:4, 441-453. <doi:10.1080/00401706.1992.10484955>. 3. children, from Thisted, R. A. (1988). Elements of statistical computing: Numerical computation (Vol. 1). CRC Press. 4. faithful, from R package "datasets"; Azzalini, A. and Bowman, A. W. (1990). A look at some data on the Old Faithful geyser. Applied Statistics, 39, 357--365. <https://www.jstor.org/stable/2347385>. 5. shakespeare, from Efron, Bradley, and Ronald Thisted. "Estimating the number of unseen species: How many words did Shakespeare know?." Biometrika 63.3 (1976): 435-447. <doi:10.1093/biomet/63.3.435>.

install.packages("mixComp")

Try the mixComp package in your browser