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ssmn (version 1.1)

ssmn.est: EM algorithm for Skew Scale Mixtures of Normal Distributions

Description

Performs the EM algorithm and envelope for regression models using Skew Scale Mixtures of Normal Distributions

Usage

ssmn(y, X, family="sn", method="EM", error =  1e-6, maxit=1000, show.envelope=FALSE) envel(y,X, theta, family="sn", alpha=0.05)

Arguments

y
the response vector of length $n$ where $n$ is the total of observations.
X
the matrix of explanatory variables of dimension $n x (p+1)$ where $n$ is the total of observations and p is the number of variables.
family
its defines the distribution to ber used: sn, stn, ssl, scn or sep.
method
the method to calculate the maximum likelihood estimates: EM algorithm or direct maximum likelihood estimates via Newton-Raphson.
maxit
Maximum number of iterations.
error
accuracy the convergence maximum error.
show.envelope
TRUE or FALSE. Indicates if envelope graph should be built for the fitted model. Default is FALSE.
alpha
1 - alpha is level of confidence.
theta
Estimated parameter vector

Value

The function returns a list with 8 elements detailed as