mcmcestind-class: Finmix 'mcmcestfix' class

In simonsays1980/finmix: An R package for Bayesian estimation of finite mixture distributions

Description

This class stores the point estimators for component parameters and weights as well as corresponding information from MCMC sampling. Three point estimators are calculated: the maximum a posterior (MAP), the Bayesian maximum likelihood (BML) and the Identified ergodic average (IEAVG). See Fr\"uhwirth-Schnatter (2006) for detailed information about how these estimators are defined.

Note that this class inherits almost all of its slots from the mcmcestfix class, the corresponding class for fixed indicators.

Slots

eavg

A named list containing the estimates of the ergodic average. The element par is a list and contains the component parameter estimates and weight contains the weight estimates. The difference between the EAVG and the IEAVG is that the IEAVG is based on re-labeled samples.

See Also

• mcmcestfix for the parent class with fixed indicators

• mcmcestimate() to calculate point estimates

simonsays1980/finmix documentation built on Dec. 23, 2021, 2:25 a.m.