fmx-class function

fmx Class: Finite Mixture Parametrization

An S4 object to specify the parameters and type of distribution of a one-dimensional finite mixture distribution. class

Slots

• distname: character scalar, name of parametric distribution of the mixture components. Currently, normal ('norm') and Tukey $g$-&-$h$ ('GH') distributions are supported.
• pars: double matrix , all distribution parameters in the mixture. Each row corresponds to one component. Each column includes the same parameters of all components. The order of rows corresponds to the (non-strictly) increasing order of the component location parameters. The columns match the formal arguments of the corresponding distribution, e.g., 'mean' and 'sd' for normal mixture, or 'A', 'B', 'g' and 'h' for Tukey $g$-&-$h$ mixture.
• w: numeric vector of mixing proportions that must sum to 1
• data: (optional) numeric vector , the one-dimensional observations
• data.name: (optional) character scalar, a human-friendly name of the observations
• vcov_internal: (optional) variance-covariance matrix of the internal (i.e., unconstrained) estimates
• vcov: (optional) variance-covariance matrix of the mixture distribution (i.e., constrained) estimates
• Kolmogorov,CramerVonMises,KullbackLeibler: (optional) numeric scalars