Tagged Questions

2
votes
0answers
33 views

Fitting mixture distributions and computing goodness-of-fit?

This question is a follow-up from a previous question of mine here. Thanks to @Glen_b, @gung and @rbatt for teaching me so many new things yesterday. It was mentioned in passing that mixture ...
0
votes
0answers
72 views

Ftting a mixture of two Gaussians

I want to fit a mixture of two gaussian densities to my financial data. The data can be found here: http://uploadeasy.net/upload/2a7mw.rar the variable is called dat. The probability density of a ...
2
votes
1answer
54 views

Probability distribution for varying probabilities in R

I'd like to plot the probability distribution for a set of binomial trials in R, the catch is that each trial has an independent probability of success (which I have in vector form). So, in R if I ...
4
votes
1answer
125 views

Latent class model with both continuous and categorical indicators in R

I have question regarding which R-package to use to create a latent class/mixture model with both categorical and continuous indicator variables. I have not yet found a good example of this using R, ...
2
votes
1answer
113 views

Chi-square test in finite mixture models

I was trying to figure out whether or not the distribution of a biomarker came from heterogeneous populations. Analyzing the data with normalmixEM in the ...
1
vote
1answer
29 views

Two-Component distribution modelling

I am trying to plot a two-component mixture distribution $F_X(x):.7N(0,1)+.3N(3,1)$ with density $$f_X(x) = {0.7 \over {\sqrt{2\pi}}} e^{−x^2/2} + {0.3 \over {\sqrt{2\pi}}}e^{−(x−3)^2/2} $$. I have ...
0
votes
0answers
109 views

Problems with basic R functions for a two-normal mixture (EM approach of parameter estimation)

I was trying to learn EM algorithm for simple two-normal mixture models, specially writing basic R function for parameter estimation. But my codes give me the same values that I started with! I can ...
0
votes
1answer
207 views

Gaussian mixture in R [closed]

...
3
votes
2answers
201 views

How to model data in jags/bugs generated by taking the minimum of two random variables?

I have been thinking of modeling human timing data using jags where the data comes from an experiment where participants tap in time with a very slow metronome. The data is then a number of ...
1
vote
0answers
34 views

Goodness of fit test for a mixture in R [duplicate]

Possible Duplicate: Goodness of fit test for a mixture in R I just estimated the parameters for a mixture of two gaussians with different means and different sigmas, I would like to test if ...
2
votes
1answer
469 views

Goodness of fit test for a mixture in R

I just estimated the parameters for a mixture of two gaussians with different means and different sigmas, I would like to test if the data adjusts well to the explicit form of the mixture, do I ...
2
votes
1answer
342 views

Fitting 4-moment distribution with mixture gaussian

I know that Mclust does the fit on its own but I am trying to implement an optimization with the aim to generate a mixture of 2 gaussians with the combine moments as closed as possible to the moment ...
4
votes
2answers
814 views

Understanding expectation maximization for simple 2 linear mixture case

I would appreciate some help getting some EM stuff straight. So, say I generate data in R as follows: ...