Nothing
ssmn <- function(y, X, family="sn", method="EM", error = 1e-6, maxit=1000, show.envelope = FALSE)
{
#Running the algorithm
if (method=="EM"){
out <- ssmn.est(y, X, family, method, error, maxit)
cat('\n')
cat('------------------------------------------------------------\n')
cat('Skew Scale Mixtures of Normal Distributions\n')
cat('------------------------------------------------------------\n')
cat('\n')
cat('Observations =',length(y))
cat('\n')
cat('\n')
cat('Family =',family)
cat('\n')
cat('-------------------------\n')
cat('Estimates via EM algoritm\n')
cat('-------------------------\n')
cat('\n')
print(round(out$ttable,5))
cat('\n')
cat('------------------------\n')
cat('Model selection criteria\n')
cat('------------------------\n')
cat('\n')
critFin <- c(out$loglik, out$aic, out$bic)
critFin <- round(t(as.matrix(critFin)),digits=3)
dimnames(critFin) <- list(c("Value"),c("Loglik", "AIC", "BIC"))
print(critFin)
cat('\n')
cat('-------\n')
cat('Details\n')
cat('-------\n')
cat('\n')
cat("Convergence reached? =",(out$iter < maxit))
cat('\n')
cat('EM iterations =',out$iter,"/",maxit)
cat('\n')
cat('Criteria =',round(out$criterio,9))
cat('\n')
cat("Processing time =",out$time,units(out$time))
cat('\n\n')
}
if (method=="MLE"){
out <- ssmn.est(y, X, family, method, error, maxit)
cat('\n')
cat('------------------------------------------------------------\n')
cat('Skew Scale Mixtures of Normal Distributions\n')
cat('------------------------------------------------------------\n')
cat('\n')
cat('Observations =',length(y))
cat('\n')
cat('\n')
cat('Family =',family)
cat('\n')
cat('-------------------------------------\n')
cat('MLE estimates via quasi-Newton method\n')
cat('-------------------------------------\n')
cat('\n')
print(round(out$ttable,5))
cat('\n')
cat('------------------------\n')
cat('Model selection criteria\n')
cat('------------------------\n')
cat('\n')
critFin <- c(out$loglik, out$aic, out$bic)
critFin <- round(t(as.matrix(critFin)),digits=3)
dimnames(critFin) <- list(c("Value"),c("Loglik", "AIC", "BIC"))
print(critFin)
cat('\n')
cat('-------\n')
cat('Details\n')
cat('-------\n')
cat('\n')
cat("Convergence reached? =",(out$convergence))
cat('\n')
cat('MLE iterations =',out$iter)
cat('\n')
cat('Criteria =',round(out$criterio,9))
cat('\n')
cat("Processing time =",out$time,units(out$time))
cat('\n\n')
}
if(show.envelope == TRUE)
{
theta <- c(out$beta,out$sigma2,out$lambda)
envel(y,X,theta,family,alpha=0.05)
}
return(out)
}
#########################################################
#Teste
##setwd("~/Dropbox/Library_SSMN/ssmn/R")
#source("functions.R")
#source("ssmn.R")
#source("ssmn.est.R")
#family = "scn" # "sn" "stn" "scn" "sep" "ssl"
#n0=100
#y = rssmn(n=n0, location=0, scale=1, shape=3, nu=0.6, gama=0.5, dp=NULL, family)
#y = y$y
#X = cbind(rep(1,n0))
#objetos = ssmn(y, X, family="sep", method="EM", error = 1e-6, maxit=5000)
#objetos = ssmn(y, X, family="sep", method="MLE", error = 1e-6, maxit=1000)
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