Estimation of Dynamic Mixtures

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Documentation for package ‘FitDynMix’ version 0.1.0

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AMLEfit Estimating a dynamic mixture via AMLE
AMLEmode Approximating the mode of a multivariate empirical distribution
CENoisyFit Estimating a dynamic mixture via the noisy Cross-Entropy method
CENoisyFitBoot Estimating a dynamic mixture via noisy Cross-Entropy and computing bootstrap standard errors
cvm_stat_M Computing the Cramér - von Mises distance between two samples
ddyn Density of a Lognormal-GPD dynamic mixture
dynloglik Log-likelihood of a Lognormal-GPD dynamic mixture
dynloglikMC Log-likelihood of a Lognormal-GPD dynamic mixture
Metro2019 Population estimate of the US metropolitan areas
MLEBoot Creating bootstrap samples from observed data and computing MLEs
MLEfit Estimating a dynamic mixture via MLE
nConst_MC Density of a Lognormal-GPD dynamic mixture
rDynMix Simulating a dynamic lognormal-Pareto mixture