Description Usage Arguments Value References
Computes the variance-covariance matrix of the MLE of m-component normal mixture.
1 | regmixVcov(y, x, coefficients, z = NULL, vcov.method = c("Hessian", "OPG"))
|
y |
n by 1 vector of data for y |
x |
n by q matrix of data for x |
coefficients |
(alpha_1, ..., alpha_m, mu_1, ..., mu_m, sigma_1, ..., sigma_m, gam) |
z |
n by p matrix of regressor associated with gam |
vcov.method |
Method used to compute the variance-covariance matrix,
one of |
The variance-covariance matrix of the MLE of m-component normal mixture given the data and coefficients.
Boldea, O. and Magnus, J. R. (2009) Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, Journal of the American Statistical Association, 104, 1539–1549.
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