configuration2 {mixbox} | R Documentation |
Output configuration.
Description
Output design for standard error of the standard error for parameters of the finite mixture models.
Usage
configuration2(Y, G, weight, model, mu, sigma, lambda, family, skewness, param,
theta, ofim2_solve, sigma_arrange2, level)
Arguments
Y |
an |
G |
number of components. |
weight |
a vector of weight parameters (or mixing proportions). |
model |
it must be |
mu |
a list of location vectors of |
sigma |
a list of dispersion matrices of |
lambda |
a list of skewness matrices of |
family |
name of the mixing distribution. By default |
skewness |
logical statement. By default |
param |
name of the elements of |
theta |
a list of maximum likelihood estimator for |
ofim2_solve |
inverse of the observed Fisher information matrix corresponds to the canonical or unrestricted model. |
sigma_arrange2 |
orders of the lower triangular elements of the dispersion matrix |
level |
significance level |
Value
designated form for output of parameters and their standard errors.
Author(s)
Mahdi Teimouri
Examples
n <- 100
G <- 2
weight <- rep( 0.5, 2 )
mu1 <- rep( -5, 2 )
mu2 <- rep( 5, 2 )
sigma1 <- matrix( c( 0.4, -0.20, -0.20, 0.5 ), nrow = 2, ncol = 2 )
sigma2 <- matrix( c( 0.5, 0.20, 0.20, 0.4 ), nrow = 2, ncol = 2 )
lambda1 <- diag( c(-5, -5) )
lambda2 <- diag( c( 5, 5) )
theta1 <- c( 10, 12 )
theta2 <- c( 5, 20 )
mu <- list( mu1, mu2 )
sigma <- list( sigma1 , sigma2 )
lambda <- list( lambda1, lambda2)
theta <- list( theta1 , theta2 )
param <- c("a","b")
PDF <- quote( (b/2)^(a/2)*x^(-a/2 - 1)/gamma(a/2)*exp( -b/(x*2) ) )
tick <- c(1, 1)
Y <- rmix(n, G, weight, model = "unrestricted", mu, sigma, lambda, family = "igamma", theta)
ofim <- ofim2(Y[, 1:2], G, weight, model = "unrestricted", mu, sigma, lambda,
family = "igamma", skewness = "TRUE", param, theta, tick, h = 0.01, N = 3000, level = 0.05, PDF)
configuration2(Y[, 1:2], G, weight = weight, model = "unrestricted", mu, sigma, lambda,
family = "igamma", skewness = "TRUE", param, theta, ofim2_solve = ofim$Fisher,
sigma_arrange2 = ofim$index_sigma, level = 0.05)