dynmix (Q136788)
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Estimation of Dynamic Finite Mixtures
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | dynmix |
Estimation of Dynamic Finite Mixtures |
Statements
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>.
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16 May 2025
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