QLMDe {QuantileGH} | R Documentation |
Quantile Least Mahalanobis Distance estimates
Description
The quantile least Mahalanobis distance algorithm estimates the parameters of single-component or finite mixture distributions by minimizing the Mahalanobis distance between the vectors of sample and theoretical quantiles. See QLMDp for the default selection of probabilities at which the sample and theoretical quantiles are compared.
The default initial values are estimated based on trimmed k
-means
clustering with re-assignment.
Usage
QLMDe(
x,
distname = c("GH", "norm", "sn"),
K,
data.name = deparse1(substitute(x)),
constraint = character(),
probs = QLMDp(x = x),
init = c("logLik", "letterValue", "normix"),
tol = .Machine$double.eps^0.25,
maxiter = 1000,
...
)
Arguments
x |
|
distname |
character scalar, name of mixture distribution to be fitted. Currently supports |
K |
integer scalar, number of components (e.g., must use |
data.name |
character scalar, name for the observations for user-friendly print out. |
constraint |
character vector, parameters ( |
probs |
numeric vector, percentiles at where the sample and theoretical quantiles are to be matched. See function QLMDp for details. |
init |
character scalar for the method of initial values selection, or an fmx object of the initial values. See function fmx_hybrid for more details. |
tol , maxiter |
see function vuniroot2 |
... |
additional parameters of optim |
Details
Quantile Least Mahalanobis Distance estimator fits a single-component or finite mixture distribution by minimizing the Mahalanobis distance between the theoretical and observed quantiles, using the empirical quantile variance-covariance matrix quantile_vcov.
Value
Function QLMDe returns an fmx object.
See Also
Examples
data(bmi, package = 'mixsmsn')
hist(x <- bmi[[1L]])
QLMDe(x, distname = 'GH', K = 2L)