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CensMFM (version 3.1)

CensMFM-package: tools:::Rd_package_title("CensMFM")

Description

tools:::Rd_package_description("CensMFM")

Arguments

Author

tools:::Rd_package_author("CensMFM")

Maintainer: tools:::Rd_package_maintainer("CensMFM")

Details

The DESCRIPTION file:

tools:::Rd_package_indices("CensMFM")

The CensMFM package provides comprehensive tools for fitting and analyzing finite mixture models on censored and/or missing data using several multivariate distributions. This package supports the normal, Student-t, and skew-normal distributions, facilitating point estimation and asymptotic inference through the empirical information matrix. Additionally, it allows for the generation of censored data.

Key functions include:

  • fit.FMMSNC: Fits finite mixtures of censored and/or missing multivariate distributions using an EM-type algorithm. This function supports skew-normal, normal, and Student-t distributions.

  • rMMSN.contour: Generates pairwise scatter plots and contour plots for analyzing the relationships within the fitted models.

  • rMMSN: Provides functionality to generate random realizations from a finite mixture of multivariate distributions, particularly useful for simulation studies involving censored data.

  • rMSN: Focuses on generating random realizations from multivariate Skew-normal and Normal distributions.

This package serves as an extension and complement to the methodologies presented in the paper by Lachos, V. H., Moreno, E. J. L., Chen, K. & Cabral, C. R. B. (2017) <doi:10.1016/j.jmva.2017.05.005>, specifically for the multivariate skew-normal case.

References

Cabral, C. R. B., Lachos, V. H., & Prates, M. O. (2012). Multivariate mixture modeling using skew-normal independent distributions. Computational Statistics & Data Analysis, 56(1), 126-142.

Prates, M. O., Lachos, V. H., & Cabral, C. (2013). mixsmsn: Fitting finite mixture of scale mixture of skew-normal distributions. Journal of Statistical Software, 54(12), 1-20.

C.E. Galarza, L.A. Matos, D.K. Dey & V.H. Lachos. (2019) On Moments of Folded and Truncated Multivariate Extended Skew-Normal Distributions. Technical report. ID 19-14. University of Connecticut.

F.H.C. de Alencar, C.E. Galarza, L.A. Matos & V.H. Lachos. (2019) Finite Mixture Modeling of Censored and Missing Data Using the Multivariate Skew-Normal Distribution. echnical report. ID 19-31. University of Connecticut.

See Also

fit.FMMSNC, rMSN, rMMSN and rMMSN.contour