dynmix (Q136788)
From MaRDI portal
Estimation of Dynamic Finite Mixtures
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | dynmix |
Estimation of Dynamic Finite Mixtures |
Statements
13 June 2023
0 references
Allows to perform the dynamic mixture estimation with state-space components and normal regression components, and clustering with normal mixture. Quasi-Bayesian estimation, as well as, that based on the Kerridge inaccuracy approximation are implemented. Main references: Nagy and Suzdaleva (2013) <doi:10.1016/j.apm.2013.05.038>; Nagy et al. (2011) <doi:10.1002/acs.1239>.
0 references
