similar to: Fitting Mixture of Non-Central Student's t Distributions

Dear all, I am attempting to model some one-dimensional data using a mixture model of non-central Student's t distributions. However, I haven't been able to find any R package that provides this functionality. Could there be a way to "manipulate" the EM algorithms from the mixdist or mixtools package to fit the model, or do you have any other suggestions? If anyone could help

Hi, Actually I am facing a similar problem. I would like to fit both an ordinary (symmetric) and a non-central t distribution to my (one-dimensional) data (quite some values.. > 1 mio.). For the symmetric one, fitdistr or funInfoFun (using fitdistr) from the qAnalyst package should do the job, and for the non-central one.. am I right to use gamlss(x ~ 1, family=GT()) ? Anyway, I am a little

Dear all, I am trying to read in big amounts of data with scan. It's only one variable, numeric values, separated by tabs,.. and it's many of them. So I was thinking that I could use the skip option and read in 100000 values at a time - but skip doesn't work, probably because I don't have line breaks in the txt file. So any value specified for skip makes the scan function jump to

gamlss.mx can fit these I believe (although no experience with these myself) flexmix may be (relatively easily) adaptable to accomplish this as well hth, Ingmar Ingmar Visser Universitair Hoofddocent ontwikkelingspsychologie | Directeur College Psychologie Afdeling Psychologie | Faculteit Maatschappij- en Gedragswetenschappen | Universiteit van Amsterdam Bezoek | Nieuwe Achtergracht 129B | Kamer

A time series text with a title that seems designed to hide its wide scope is: Forecasting with Exponential Smoothing The State Space Approach Hyndman, R.J., Koehler, A.B., Ord, J.K., Snyder, R.D. Springer 2009. This book is actually an excellent overview of time series theory, ARIMA as well as state space. It is of course, in part, a manual for the forecast and other packages in what has been

Hello I am trying to find an automated way of fitting a mixture of normal and log-normal distributions to data which is clearly bimodal. Here's a simulated example: x.1<-rnorm(6000, 2.4, 0.6)x.2<-rlnorm(10000, 1.3,0.1)X<-c(x.1, x.2) hist(X,100,freq=FALSE, ylim=c(0,1.5))lines(density(x.1), lty=2, lwd=2)lines(density(x.2), lty=2, lwd=2)lines(density(X), lty=4) Currently i am using

Hello, I would like to fit a mixture of two Weibull distributions to my data, estimate the model parameters, and compare the fit of the model to that of a single Weibull distribution. I have used the mix() function in the 'mixdist' package to fit the mixed distribution, and have got the parameter estimates, however, I have not been able to get the log-likelihood for the fit of this model

Hello all, I would like to fit a mixture model whose components are normal distributions confined in a closed interval. Since there are already several packages for EM, I would like to extend one of these instead of writing a new script from scratch. What would be the best way to customize such an existing package for doing that? Which one is the best in terms of extensibility? (e.g mixtools,

Dear List: The square of the noncentral t-statistic with noncentrality parameter \delta is a noncentral F with noncentrality parameter \lambda=\delta^2. So, t^2_{\nu,\delta} = F_{1,\nu,\lambda=\delta^2}. Consequently, it should follow that t^2_{1-\alpha/2,\nu,\delta} = f_{1-alpha,1,\vu,\lambda=\delta^2}. However, this is not what is happening with the following code. The central

I am trying to install mixtools on Debian Etch and get the following error dell-2 /usr/lib # R CMD INSTALL mixtools_0.1.0.tar.gz * Installing *source* package 'mixtools' ... ** libs gcc -I/usr/share/R/include -I/usr/share/R/include -fpic -g -O2 -std=gnu99 -c new_svalues.c -o new_svalues.o gfortran -fpic -g -O2 -c sphericaldepth.f -o sphericaldepth.o make: gfortran: Command not

I sent a message a couple days ago about doing calculations for power of the ANOVA. Several people got back to me very quickly which I really appreciated. I'm working now on a similar problem, but instead of a balanced ANOVA, I have an unbalanced one. The first part of the question was: You assume that the within-population standard deviations all equal 9. You set the Type 1 error rate at á

Hello, Can the x and y axis limits be specified in a density plot with the mixtools package for a finite mixture model? Uncommenting the xlim2/ ylim2 lines in the plot command below generates 'not a graphical parameter' warnings (and does not change the axis settings), and uncommenting the xlim/ylim lines generates a 'formal argument "ylim" matched by multiple actual

Dear all, I tried help.search("karber") and RSiteSearch("karber") and RSiteSearch("*karber*") to find whether the (trimmed) Spearman-Karber method for LD50 evaluation in toxicity data (e.g. according to Hamilton 1977) has been implemented in R. Or does this method feature under a different name? Of course logit and probit are doable, but Spearman-Karber seems to

Hello Everyone, I've been told that the memory allocation in R and S-Plus is different, with R being better at doing simulations for whatever reason(s). I was wondering if anyone could enlighten me on the differences in the memory usage/allocation (preferably in layman's terms!). The reason I ask this is because of a simulation I am trying to run. In it, I need to use the pt( )

Hello All, Has anyone written a function for the distribution function of a *doubly* non-central F-distribution? I looked through the archives, but didn't find anything. Thanks! Wolfgang

Full_Name: Long Qu Version: 2.3.1 OS: Windows XP Submission from: (NULL) (64.113.93.235) The QQ-plot of two versions of simulating noncentral F-distributed random numbers has quite different scales: > qqplot(rf(1000,2,15,3),qf(runif(1000),2,15,3)) The rf() function reads: > rf function (n, df1, df2, ncp = 0) { if (ncp == 0) .Internal(rf(n, df1, df2)) else rchisq(n, df1,

Hi everyone. I have a problem that I have been unable to determine either the best way to proceed and why the methods I'm trying to use sometimes fail. I'm using the pf() function in an optimization function to find a noncentrality parameter that leads to a specific value at a specified quantile. My goal is to have a general function that returns the noncentrality parameter that

Hello! I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most

Dear R developers, The trace of the hat matrix H~(n,n) is computed as follows: tr(H) = tr(BS^-1B') = tr(S^-1B'B) := tr(X) = sum(diag(X)) with B~(n,p), S~(p,p). Since p is of the order 10^3 but S is sparse I would like to employ Taucs linear solver ( http://www.tau.ac.il/~stoledo/taucs/ ) on SX = B'B. (Further improvement by implying a looping over i=1,...,p, calling

Hi, I am running samba on linux and solaris 2.6. I have no problem making encrypted passwords work on linux meaning I have Windows 98 and NT users able to map a drive to their home directories on the samba server. I am having problems doing the same thing on solaris 2.6. I have run the mksmbpasswd.sh and the smbpasswd file got created. I have added the following lines to my smb.conf file: