Published June 18, 2022 | Version v0.1.3
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mixComp: An R package for estimating complexity of a mixture

  • 1. ETH Zürich

Description

Methods for estimating the order of a mixture model. The approaches considered are
based on the following papers (extensive list of references is available in the vignette):
1. Dacunha-Castelle, Didier, and Elisabeth Gassiat. The estimation of the order of a mixture model. Bernoulli 3, no. 3 (1997): 279-299. <https://projecteuclid.org/download/pdf_1/euclid.bj/1177334456>.
2. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity. Journal of the American Statistical Association 101, no. 476 (2006): 1475-1486. <doi:10.1198/016214506000000555>.
3. Woo, Mi-Ja, and T. N. Sriram. Robust estimation of mixture complexity for count data. Computational statistics & data analysis 51, no. 9 (2007): 4379-4392. <doi:10.1016/j.csda.2006.06.006>.
4. Umashanger, T., and T. N. Sriram. L2E estimation of mixture complexity for count data. Computational statistics & data analysis 53, no. 12 (2009): 4243-4254. <doi:10.1016/j.csda.2009.05.013>.
5. Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. <doi:10.1023/A:1003839420071>.
6. Cutler, Adele, and Olga I. Cordero-Brana. Minimum Hellinger Distance Estimation for Finite Mixture Models. Journal of the American Statistical Association 91, no. 436 (1996): 1716-1723. <doi:10.2307/2291601>.
A number of datasets are included.
1. accidents, from Karlis, Dimitris, and Evdokia Xekalaki. On testing for the number of components in a mixed Poisson model. Annals of the Institute of Statistical Mathematics 51, no. 1 (1999): 149-162. <doi:10.1023/A:1003839420071>.
2. acidity, from Sybil L. Crawford, Morris H. DeGroot, Joseph B. Kadane & Mitchell J. Small (1992) Modeling Lake-Chemistry Distributions: Approximate Bayesian Methods for Estimating a Finite-Mixture Model, Technometrics, 34:4, 441-453. <doi:10.1080/00401706.1992.10484955>.
3. children, from Thisted, R. A. (1988). Elements of statistical computing: Numerical computation (Vol. 1). CRC Press.
4. faithful, from R package "datasets"; Azzalini, A. and Bowman, A. W. (1990). A look at some data on the Old Faithful geyser. Applied Statistics, 39, 357--365. <https://www.jstor.org/stable/2347385>.

5. shakespeare, from Efron, Bradley, and Ronald Thisted. "Estimating the number of unseen species: How many words did Shakespeare know?." Biometrika 63.3 (1976): 435-447. <doi:10.1093/biomet/63.3.435>.

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