Data generated by the demo('numerical_experiments')
of the
nvmix
package.
data(numerical_experiments_data, package = "nvmix")
A list with 10 elements:
$pnvmix.abserrors
Array as returned by the function
pnvmix_testing_abserr()
,
see Section 1.1 of the demo('numerical_experiments')
.
$pnvmix.t.variances
Array as returned by the function
precond_testing_variance()
,
see Section 1.1 of the demo('numerical_experiments')
.
$pnvmix.t.sobolind
Array as returned by the function
pnvmix_estimate_sobolind()
,
see Section 1.1 of the demo('numerical_experiments')
.
$pnvmix.t.timing
Array as returned by the function
pnvmix_timing_mvt()
,
see Section 1.1 of the demo('numerical_experiments')
.
$dnvmix.results
Array as returned by the function
dnvmix_testing()
,
see Section 1.2 of the demo('numerical_experiments')
.
$fitnvmix.results
Array as returned by the function
fitnvmix_testing()
,
see Section 1.3 of the demo('numerical_experiments')
.
$fit.dj30.anaylytical
Array containing results of
fitnvmix()
applied to DJ30 data using analytical
weights/densities, see Section 5 of
demo('numerical_experiments')
.
$fit.dj30.estimated
Array containing results of
fitnvmix()
applied to DJ30 data using estimated
weights/densities, see Section 5 of
demo('numerical_experiments')
.
$qqplots.dj30
Array containing results of qqplot.maha()
applied to DJ30 data, see Section 5 of the demo('numerical_experiments')
.
$tailprobs.dj30
Array containing estimated quantile shortfall
probabilities of models fitted to DJ30 data, see Section 5 of
demo('numerical_experiments')
.
Hintz, E., Hofert, M. and Lemieux, C. (2019), Normal variance mixtures: Distribution, density and parameter estimation. https://arxiv.org/abs/1911.03017.