MixtureInf (version 1.0-1)

emtest.norm2: Likelihood-based testing for the order of a finite mixture of normals

Description

Tests the order of a finite mixture of normals without equal variance assumption

Usage

emtest.norm2(x, m, eps = 1e-06)

Arguments

x

observations whose order is being tested: vector or a matrix with the 1st column being the observed values and the 2nd column being the corresponding frequency.

m

order under null hypothesis

eps

tolerance value for the convergence of the EM-algorithm

Value

• Returns an object of class emtest with the following elements:
• family
  'normal_unequalvar'
• m0
  order of the mixture
• alpha
  estimated mixing proportions
• theta
  estimated component parameters mu and sigma
• emstat
  EM-test statistics
• pvalue
  p-values of the EM test statistics

References

Chen, J., Li, P. and Fu, Y. (2012). ``Inference on the order of a normal mixture.'' JASA. 107, 1096--1105.

Chen, J. and Li, P. (2009). ``Hypothesis test for normal mixture models: The EM approach.'' The Annals of Statistics. 37, 2523--2542.

See Also

emtest.binom, emtest.exp, emtest.norm, emtest.pois

Examples

x <- rnormmix(50, c(0.5, 0.5), c(-2, 2), c(1, 4))
  emtest.norm2(x, 2)