mixOnekn {MixSemiRob}

Two-component Normal Mixture Estimation with One Known Component

Description

‘mixOnekn’ is used for the estimation of the following two-component mixture model:

h(x;\boldsymbol{\theta},f) = \pi f(x-\mu_1)+(1-\pi)f(x-\mu_2),

where \boldsymbol{\theta}=(\pi,\mu_1,\mu_2)^{\top} is the parameter to estimate, f is an unknown density function that is symmetric at zero. The parameters are estimated by assuming f is the normal density and the first component has a mean of 0. This function can be used to obtain initial values for the mixMPHD function.

Usage

mixOnekn(x, sigma.known = NULL)

Arguments

x

a vector of observations.

sigma.known

standard deviation of the first component (if known). Default is NULL, which calculates the component standard deviations using the given observations x.

Value

A list containing the following elements:

mu

estimated 2 component means, where the first mean is 0.

sigma

estimated 2 component standard deviations.

pi

estimated 2 mixing proportions.

lik

final likelihood.

See Also

mixMPHD

Examples

# see examples for the `mixMPHD' function.