as.fmx.Skew.t {fmx}

Convert Skew.t fit from mixsmsn to fmx

Description

To convert Skew.t object (from package mixsmsn) to fmx class.

Usage

## S3 method for class 'Skew.t'
as.fmx(x, data, ...)

Arguments

x

'Skew.t' object, returned from smsn.mix with parameter family = 'Skew.t'

data

numeric vector

...

additional parameters, currently not in use

Value

Function as.fmx.Skew.t returns an fmx object.

Note

smsn.mix does not offer a parameter to keep the input data, as of 2021-10-06.

Examples

# mixsmsn::smsn.mix with option `family = 'Skew.t'` is slow

library(mixsmsn)
# ?smsn.mix
arg1 = c(mu = 5, sigma2 = 9, lambda = 5, nu = 5)
arg2 = c(mu = 20, sigma2 = 16, lambda = -3, nu = 5)
arg3 = c(mu = 35, sigma2 = 9, lambda = -6, nu = 5)
set.seed(120); x = rmix(n = 1e3L, p=c(.5, .2, .3), family = 'Skew.t', 
  arg = list(unname(arg1), unname(arg2), unname(arg3)))

# Skew t
class(m3 <- smsn.mix(x, nu = 3, g = 3, family = 'Skew.t', calc.im = FALSE))
mix.hist(y = x, model = m3)
m3a = as.fmx(m3, data = x)
hist(x, freq = FALSE)
curve(dfmx(x, dist = m3a), xlim = range(x), add = TRUE)
(l3a = logLik(m3a))
stopifnot(all.equal.numeric(AIC(l3a), m3$aic), all.equal.numeric(BIC(l3a), m3$bic))