FMCensSkewReg

FMCensSkewReg-package

Functions to fit finite-mixture censored regression models under
Normal ("Normal"), Student-t ("T"), Skew-Normal ("SN"), and Skew-t ("ST").
Supports left-censoring, k-means initialization, Aitken acceleration,
and optional information-matrix standard errors.

internal

Provides an implementation of finite mixture regression models for censored
data under four distributional families: Normal (FM-NCR), Student t (FM-TCR),
skew-Normal (FM-SNCR), and skew-t (FM-STCR). The package enables flexible
modeling of skewness and heavy tails often observed in real-world data, while
explicitly accounting for censoring. Functions are included for parameter
estimation via the Expectation-Maximization (EM) algorithm, computation of standard errors, and model
comparison criteria such as the Akaike Information Criterion (AIC), the Bayesian Information Criterion (BIC),
and the Efficient Determination Criterion (EDC). The underlying methodology is described in Park et al. (2024)
<doi:10.1007/s00180-024-01459-4>.

Jiwon Park

Finite Mixture of Censored Regression Models with Skewed
Distributions

Victor Hugo Lachos Davila

Dipak Dey

FMCensSkewReg-package function

<ul>
<li><code>EM.skewCens.mixR</code>: EM algorithm for finite-mixture censored regression.</li>
</ul>

Main function

Maintainer: Jiwon Park <a href="/link/pcjylove87%40gmail.com?package=FMCensSkewReg&version=0.1.1" data-mini-rdoc="FMCensSkewReg::pcjylove87@gmail.com">pcjylove87@gmail.com</a>
Authors:<ul>
<li>Victor Hugo Lachos Davila <a href="/link/hlachos%40uconn.edu?package=FMCensSkewReg&version=0.1.1" data-mini-rdoc="FMCensSkewReg::hlachos@uconn.edu">hlachos@uconn.edu</a></li>
<li>Dipak Dey <a href="/link/dipak.dey%40uconn.edu?package=FMCensSkewReg&version=0.1.1" data-mini-rdoc="FMCensSkewReg::dipak.dey@uconn.edu">dipak.dey@uconn.edu</a></li>
</ul>

Author

FMCensSkewReg: Finite Mixture of Censored Regression with Skewed Distributions — FMCensSkewReg-package

<ul>
<li><code>EM.skewCens.mixR</code>: EM algorithm for finite-mixture censored regression.</li>
</ul>

Maintainer: Jiwon Park <a href='mailto:pcjylove87@gmail.com'>pcjylove87@gmail.com</a>
Authors:<ul>
<li>Victor Hugo Lachos Davila <a href='mailto:hlachos@uconn.edu'>hlachos@uconn.edu</a></li>
<li>Dipak Dey <a href='mailto:dipak.dey@uconn.edu'>dipak.dey@uconn.edu</a></li>
</ul>

FMCensSkewReg-package: FMCensSkewReg: Finite Mixture of Censored Regression with Skewed Distributions

Description

Arguments

Main function

Author

See Also