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dynmix (version 2.1)

Estimation of Dynamic Finite Mixtures

Description

Allows to perform the dynamic mixture estimation with state-space components and normal regression components, and clustering with normal mixture. Quasi-Bayesian estimation, as well as, that based on the Kerridge inaccuracy approximation are implemented. Main references: Nagy and Suzdaleva (2013) ; Nagy et al. (2011) .

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Version

Install

install.packages('dynmix')

Monthly Downloads

246

Version

2.1

License

GPL-3

Maintainer

Krzysztof Drachal

Last Published

January 24th, 2025

Functions in dynmix (2.1)

qbnmix

Estimates Normal Mixtures.
print.qbnmix

Prints qbnmix Object.
print.tvpreg

Prints tvpreg Object.
print.mixest

Prints mixest Object.
plot.qbnmix

Plots Selected Outcomes from qbnmix Object.
mixest1

Computes Mixture Estimation with State-Space Components.
ltdl

Computes L'DL Matrix Decomposition.
plot.tvpreg

Plots Selected Outcomes from tvpreg Object.
mixest2

Computes Mixture Estimation with Normal Regression Components.
plot.mixest

Plots Selected Outcomes from mixest Object.
cauimp

Computes Causal Inference through Counterfactual Predictions from a Mixture Estimation with State-Space Components.
ldlt

Computes LDL' Matrix Decomposition.
oil

Crude Oil Data.
convts

Renames Selected Outcomes of mixest and tvpreg Objects.
sqrtmat

Computes the Square Root of a Matrix.
tvp.reg

Computes Time-Varying Parameters Regression.