npnormfc: 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 with components fixed

Usage

npnormfc.ll(
  data,
  mu0 = 0,
  pi0 = 0,
  stdev = NULL,
  mix = NULL,
  order = FALSE,
  maxit = 1000,
  tol = 1e-06
)

npnormfc.sq(
  data,
  mu0 = 0,
  pi0 = 0,
  stdev = NULL,
  mix = NULL,
  order = FALSE,
  maxit = 100,
  tol = 1e-06
)

npnormfc.cvm(
  data,
  mu0 = 0,
  pi0 = 0,
  stdev = NULL,
  mix = NULL,
  order = FALSE,
  maxit = 100,
  tol = 1e-06
)

npnormfc.ad(
  data,
  mu0 = 0,
  pi0 = 0,
  stdev = NULL,
  mix = NULL,
  order = FALSE,
  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
stdev	the standard deviation of the component density
mix	the initial mixing distribution
order	the digit to round down the observations. If FALSE, no binning is performed.
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 based on various losses with components fixed when the density is normal.

npnormfc.sq computes the mixing distribution under squared error loss.

npnormfc.cvm computes the mixing distribution under cramer-von Mises loss

npnormfc.ll computes the mixing distribution under KL divergence (Maximum likelihood)

npnormfc.ad computes the mixing distribution under Anderson-Darling loss.

Value

the nspmix object with ll meaning the loss.

Examples

data = rnorm(100, c(0, 2))
npnormfc.ll(data, mu0 = 0, pi0 = 0.2)
npnormfc.sq(data, mu0 = 0, pi0 = 0.2)
npnormfc.cvm(data, mu0 = 0, pi0 = 0.2)
npnormfc.ad(data, mu0 = 0, pi0 = 0.2)
datalarge = rnorm(1e5, c(0, 2))
npnormfc.cvm(datalarge, order = -2)
npnormfc.ad(datalarge, order = -2)
npnormfc.ll(datalarge, order = -2)

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