createLtmmObj

This function is useful for omparing models produced using the ltmix package
 to models fit using other, or for computing fit criteria and risk measures for
 a known set of parameters.

Mixture modelling of one-dimensional data using combinations of left-truncated Gamma, Weibull, and Lognormal Distributions. Blostein, Martin & Miljkovic, Tatjana. (2019) <doi:10.1016/j.insmatheco.2018.12.001>.

Martin Blostein

ltmix

Left-Truncated Mixtures of Gamma, Weibull, and Lognormal
Distributions

createLtmmObj function

<dl><dt>x</dt>
<dd>data vector</dd>
<dt>distributions</dt>
<dd>densities to combine</dd>
<dt>trunc</dt>
<dd>left truncation point (optional)</dd>
<dt>Pars</dt>
<dd>list of length G of parameter values</dd>
<dt>Pi</dt>
<dd>vector of length G of component proportions</dd>
<dt>npars</dt>
<dd>Can optionally be used to overwrite the number of free parameters (used in the
calculation of AIC &amp; BIC), if the model has additional constraints</dd></dl>

Arguments

Create an ltmm model object given data and parameters — createLtmmObj

<dl>

<dt>x</dt>
<dd>data vector</dd>


<dt>distributions</dt>
<dd>densities to combine</dd>


<dt>trunc</dt>
<dd>left truncation point (optional)</dd>


<dt>Pars</dt>
<dd>list of length G of parameter values</dd>


<dt>Pi</dt>
<dd>vector of length G of component proportions</dd>


<dt>npars</dt>
<dd>Can optionally be used to overwrite the number of free parameters (used in the
calculation of AIC &amp; BIC), if the model has additional constraints</dd>

</dl>

createLtmmObj: Create an ltmm model object given data and parameters

Description

Usage

Value

Arguments