tail_mixture {INFOSET}R Documentation

Function to find the most-left distribution set.

Description

An adaptive clustering algorithm identifies sub-groups of gross returns at each iteration by approximating their distribution with a sequence of two-component log-normal mixtures.

Usage

tail_mixture(y, shift, n_it, plot)

Arguments

y

vector or data frame

shift

double

n_it

integer

plot

option

Value

data object


[Package INFOSET version 4.1 Index]