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]