fmmstil.r.fitness: This function returns the log likelihood, ICL, AIC, BIC, and...

In henrylobster/mstil: 'Multivariate Skew t Distribution with Independent Logistic Skewing Function (MSTIL)'

Description

This function returns the log likelihood, ICL, AIC, BIC, and group memberships for fmmstil.r

Usage

fmmstil.r.fitness(x, param)

Arguments

x	matrix of quantiles of size n x k. Each row is taken as a quantile.
param	list of lists of parameters, contains list of omega, list of lambda, list delta, list of Ainv, and list of nu.

Value

a list with components:

logLik	the value of log-likelihood.
ICL	the value of integrated completed log-likelihood.
AIC	the value of Akaike information criterion.
BIC	the value of Bayesian information criterion.
clust	the estimated group membership.

henrylobster/mstil documentation built on Sept. 25, 2020, 3:48 p.m.