mvnmixMEMtest: mvnmixMEMtest

In kshimotsu/mvnMix:

Description

Performs MEM test given the data for y on the null hypothesis H_0: m = m_0.

Usage

mvnmixMEMtest(y, m = 2, an = 1, tauset = c(0.1, 0.3, 0.5), ninits = 10,
  crit.method = c("asy", "boot", "none"), nbtsp = 199, cl = NULL,
  parallel = 0.75, LRT.penalized = FALSE)

Arguments

y	n by d matrix of data
m	The number of components in the mixture defined by a null hypothesis, m_0
an	a term used for penalty function
tauset	A set of initial tau value candidates
ninits	The number of randomly drawn initial values.
crit.method	Method used to compute the variance-covariance matrix, one of "none", "asy", and "boot". The default option is "asy". When method = "asy", the p-values are computed based on an asymptotic method. When method = "OPG", the p-values are generated by bootstrapping.
nbtsp	The number of bootstrap observations; by default, it is set to be 199
cl	Cluster used for parallelization; if it is NULL, the system will automatically create a new one for computation accordingly.
parallel	Determines what percentage of available cores are used, represented by a double in [0,1]. 0.75 is default.
LRT.penalized	Determines whether penalized likelihood is used in calculation of LRT statistic for likelihood in an alternative hypothesis.

Value

A list of class mvnmix with items:

coefficients	A vector of parameter estimates. Ordered as α_1,…,α_m,μ_1,…,μ_m,σ_1,…,σ_m,γ.
parlist	The parameter estimates as a list containing alpha, mu, and sigma (and gam if z is included in the model).
vcov	The estimated variance-covariance matrix.
loglik	The maximized value of the log-likelihood.
penloglik	The maximized value of the penalized log-likelihood.
aic	Akaike Information Criterion of the fitted model.
bic	Bayesian Information Criterion of the fitted model.
postprobs	n by m matrix of posterior probabilities for observations
components	n by 1 vector of integers that indicates the indices of components each observation belongs to based on computed posterior probabilities
call	The matched call.
m	The number of components in the mixture.

Examples

data(faithful)
attach(faithful)
mvnmixMEMtest(y = eruptions, m = 1, crit.method = "asy")
mvnmixMEMtest(y = eruptions, m = 2, crit.method = "asy")

kshimotsu/mvnMix documentation built on May 9, 2019, 5:50 a.m.