npnormcfc: Mon-parametric method and components fixed when the component...

In xiangjiexue/npfixedcomp: Non-parametric methods for estimating mixing distribution

Description

Compute the non-parametric mixing distrbution of sample correlation coefficients with components fixed

Usage

npnormc(data, mu0 = 0, pi0 = 0, n, mix = NULL, maxit = 100, tol = 1e-06)

Arguments

data	the vector of observation to compute the mixing distribution
mu0	the vector of fixed support points
pi0	the vector of probabilities corresponding to support points
n	the number of observations to construct the sample correlation matrix
mix	the initial mixing distribution
maxit	the maximum iterations allowed.
tol	the tolerence. Stop if the directional derivative is less than tol

Details

This function uses the non-parametric method to compute the mixing distribution of the sample correlatio coefficients based on maximum likelihood with components fixed when the density is approximated to be a one-parameter normal.

Value

the nspmix object.

xiangjiexue/npfixedcomp documentation built on June 15, 2020, 9:18 a.m.