Description Usage Arguments Value See Also Examples
Converting an object of class rMix
to an object of class datMix
, so that it can be passed to functions estimating the mixture complexity.
1 2 |
obj |
object of class |
theta.bound.list |
a named list specifying the upper and the lower bound for the component parameters. The names of the list elements have to match the names of the formal arguments of the functions |
MLE.function |
function (or list of functions) which takes as input the data and gives as output the maximum likelihood estimator for the parameter(s) of a one component mixture (i.e. the standard MLE of the component distribution |
Hankel.method |
character string in |
Hankel.function |
function needed for the moment estimation via |
An object of class datMix
with the following attributes (for further explanations
see datMix
):
dist |
|
discrete |
|
theta.bound.list |
|
MLE.function |
|
Hankel.method |
|
Hankel.function |
datMix
for direct generation of a datMix
object from a vector of observations.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 | ### generating 'Mix' object
normLocMix <- Mix("norm", w = c(0.3, 0.4, 0.3), mean = c(10, 13, 17), sd = c(1, 1, 1))
### generating 'rMix' from 'Mix' object (with 1000 observations)
set.seed(1)
normLocRMix <- rMix(1000, normLocMix)
### generating 'datMix' from 'R' object
## generate list of parameter bounds
norm.bound.list <- vector(mode = "list", length = 2)
names(norm.bound.list) <- c("mean", "sd")
norm.bound.list$mean <- c(-Inf, Inf)
norm.bound.list$sd <- c(0, Inf)
## generate MLE functions
# for "mean"
MLE.norm.mean <- function(dat) mean(dat)
# for "sd" (the sd function uses (n-1) as denominator)
MLE.norm.sd <- function(dat){
sqrt((length(dat) - 1) / length(dat)) * sd(dat)
}
# combining the functions to a list
MLE.norm.list <- list("MLE.norm.mean" = MLE.norm.mean,
"MLE.norm.sd" = MLE.norm.sd)
## function giving the j^th raw moment of the standard normal distribution,
## needed for calculation of the Hankel matrix via the "translation" method
## (assuming gaussian components with variance 1)
mom.std.norm <- function(j){
ifelse(j %% 2 == 0, prod(seq(1, j - 1, by = 2)), 0)
}
normLoc.dM <- RtoDat(normLocRMix, theta.bound.list = norm.bound.list,
MLE.function = MLE.norm.list, Hankel.method = "translation",
Hankel.function = mom.std.norm)
### using 'datMix' object to estimate the mixture
set.seed(0)
res <- paramHankel.scaled(normLoc.dM)
plot(res)
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