anFormula: anFormula

In hkasahar/normalregMix: normalregMix: An R Package for Normal Mixture Regression Models

Description

Computes a_n based on empirical results found in Kasahara and Shimotsu (2015)

Usage

anFormula(parlist, m, n, q = 0)

Arguments

parlist	The parameter estimates as a list containing alpha, mu, sigma, and gamma in the form of (alpha = (alpha_1, ..., alpha_m), mu = (mu_1, ..., mu_m), sigma = (sigma_1, ..., sigma_m), gam = (gamma_1, ..., gamma_m))
m	The number of components in the mixture
n	The number of observations
q	The dimension of x (by default, 0)

Value

a_n used to initialize values

References

Kasahara, H., and Shimotsu, K. (2015) Testing the Number of Components in Normal Mixture Regression Models, Journal of the American Statistical Association, 110, 1632–1645.

hkasahar/normalregMix documentation built on May 17, 2019, 4 p.m.