Estimation of Dynamic Mixtures


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Documentation for package ‘FitDynMix’ version 1.0.0

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AMLEfit Estimating a dynamic mixture via AMLE
AMLEmode Approximating the mode of a multivariate empirical distribution
CENoisyFit Cross-Entropy estimation
CENoisyFitBoot Cross-Entropy estimation and bootstrap standard errors
cvm_stat_M Computing the Cramér - von Mises distance between two samples
ddyn Density of a Lognormal-GPD dynamic mixture
dynloglik Log-likelihood of a Lognormal-GPD dynamic mixture
dynloglikMC Log-likelihood of a Lognormal-GPD dynamic mixture
Metro2019 Population estimate of the US metropolitan areas
MLEBoot Bootstrap standard errors of MLEs
MLEfit Estimating a dynamic mixture via MLE
nConst_MC Monte carlo approximation of the normalizing constant of a Lognormal-GPD dynamic mixture
rDynMix Simulating a dynamic lognormal-Pareto mixture