similar to: how to use normalmixEM to get correct result?

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

Hi, I am currently working on fitting a mixture density to financial data. I have the following data: http://s000.tinyupload.com/?file_id=00083355432555420222 I want to fit a mixture density of two normal distributions. I have the formula: f(l)=πϕ(l;μ1,σ21)+(1−π)ϕ(l;μ2,σ22) my R code is: normalmix<-normalmixEM(dat,k=2,fast=TRUE) pi<-normalmix$lambda[1] mu1<-normalmix$mu[1]

I fitted a mixture denstiy of two gaussians two my data. I now want to calculated the standard errors of the estimates via the boot.se command of the mixtools package. My question is now, if the output is correct? It seems a bit odd to me, so is this correct what I am doing and can I rely on the values? My data: http://s000.tinyupload.com/?file_id=09285782882980618119 My code:

I fitted a mixture denstiy of two gaussians two my data. I now want to calculated the standard errors of the estimates via the boot.se command of the mixtools package. My question is now, if the output is correct? It seems a bit odd to me, so is this correct what I am doing and can I rely on the values? My data: http://s000.tinyupload.com/?file_id=09285782882980618119 My code:

I tried to post this question two times, each time it seemed to fail, since " An embedded and charset-unspecified text was scrubbed..." So I try it again: I fitted a mixture density of two gaussians two my data. I now want to caluclate the standard errors of the estimates via the boot.se command of the mixtools package. My question is now, if the output is correct? It seems a bit odd

Hi, I want to fit 3 beta distributions to my data which ranges between 0 and 1. What are the functions that I can easily call and specify that 3 beta distributions should be fitted? I have already looked at normalmixEM and fitdistr but they dont seem to be applicable (normalmixEM is only for fitting normal dist and fitdistr will only fit 1 distribution, not 3). Is that right? Also, my data has 26

Hi, Is there a way I can view the functions source code of a package I installed in my PC. For example I downloaded the great "mixtools" package. I want to see the source code of one of its function "normalmixEM" Is there a way to do it? Presumably from R command prompt? I tried to take a look at the zip file, but somehow I can't seem to find the file on which I can

Moved to R-help because there's no obvious financial content. Michael On Sat, Apr 6, 2013 at 10:56 AM, Stat Tistician <statisticiangermany at gmail.com> wrote: > Hi, > I want to implement the EM algorithm manually, with my own loops and so. > Afterwards, I want to compare it to the normalmixEM output of mixtools > package. > > Since the notation is very advanced, I

I fitted a gaussian mixture to my financial data. The data can be found here: http://uploadeasy.net/upload/32xzq.rar I look at the density with plot(density(dat),col="red",lwd=2) this has a skew of library(e1071) skewness(dat) -0.1284311 Now, I fit a gaussian mixture according to: f(l)=πϕ(l;μ1,σ21)+(1−π)ϕ(l;μ2,σ22) with:

> No HTML this time. Sorry Dear all, I am attempting to model some one-dimensional data using Gaussian mixture model with mclust.? Generally, the data that I have have 3 overlapping populations (with one of them being the majority, and the other two combining to less than 15%) and for some reason, mclust consistently ignores the smaller peaks, giving me strange values for the means

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

Hi All, I apologise if this question has been answered before, but my background is a little different from most people using R, and the language we use seems to be different! I am trying to analyse some nuclear physics data, which consists of an ensemble of "energy" readings in a detector that, when binned, form a number of Gaussian shaped peaks superimposed on a varying background