Estimation of Order of Mixture Distributions
Description
Methods for estimating the order of a mixture model. The approaches considered are
based on the following papers (extensive list of references is available in the vignette):
1. Dacunha-Castelle, Didier, and Elisabeth Gassiat. The estimation of the order of a mixture model. Bernoulli 3, no. 3 (1997): 279-299. .
2. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity. Journal of the American Statistical Association 101, no. 476 (2006): 1475-1486. .
3. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity for count data. Computational statistics & data analysis 51, no. 9 (2007): 4379-4392. .
4. Umashanger, T., and T. N. Sriram. L2E estimation of mixture complexity for count data. Computational statistics & data analysis 53, no. 12 (2009): 4243-4254. .
5. Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. .
6. Cutler, Adele, and Olga I. Cordero-Brana. Minimum Hellinger Distance Estimation for Finite Mixture Models. Journal of the American Statistical Association 91, no. 436 (1996): 1716-1723. .
A number of datasets are included.
1. accidents, from Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. .
2. acidity, from Sybil L. Crawford, Morris H. DeGroot, Joseph B. Kadane & Mitchell J. Small (1992) Modeling Lake-Chemistry Distributions: Approximate Bayesian Methods for Estimating a Finite-Mixture Model, Technometrics, 34:4, 441-453. .
3. children, from Thisted, R. A. (1988). Elements of statistical computing: Numerical computation (Vol. 1). CRC Press.
4. faithful, from R package "datasets"; Azzalini, A. and Bowman, A. W. (1990). A look at some data on the Old Faithful geyser. Applied Statistics, 39, 357--365. .
5. shakespeare, from Efron, Bradley, and Ronald Thisted. "Estimating the number of unseen species: How many words did Shakespeare know?." Biometrika 63.3 (1976): 435-447. .