| QuantileGH-package {QuantileGH} | R Documentation |
Quantile Least Mahalanobis Distance Estimator for Tukey g-&-h Mixture
Description
Tools for simulating and fitting finite mixtures of the 4-parameter Tukey g-&-h distributions.
Tukey g-&-h mixture is highly flexible to model multimodal distributions with variable degree of skewness and kurtosis in the components.
The Quantile Least Mahalanobis Distance estimator QLMDe is used for estimating parameters of the finite Tukey g-&-h mixtures.
QLMDe is an indirect estimator that minimizes the Mahalanobis distance between the sample and model-based quantiles.
A backward-forward stepwise model selection algorithm is provided to find
-
a parsimonious Tukey
g-&-hmixture model, conditional on a given number-of-components; and -
the optimal number of components within the user-specified range.
Author(s)
Maintainer: Tingting Zhan Tingting.Zhan@jefferson.edu (ORCID) [copyright holder]
Other contributors:
Inna Chervoneva Inna.Chervoneva@jefferson.edu (ORCID) [contributor, copyright holder]
Examples
# see ?QLMDe