Interior point solution of Kiefer-Wolfowitz NPMLE for mixture of Poisson Binomials
BPmix(x, m, v = 50, weights = NULL, ...)An object of class density with components:
grid points of evaluation of the success probabilities
grid points of evaluation of the Poisson rate for number of trials
function values of the mixing density at (v,u)
estimates of the mixture density at the distinct data values
Log Likelihood value at the estimate
exit code from the optimizer
Count of "successes" for binomial observations
Number of trials for binomial observations
Grid Values for the mixing distribution defaults to equal spacing of length v on [eps, 1- eps], if v is scalar.
replicate weights for x obervations, should sum to 1
Other arguments to be passed to KWDual to control optimization
R. Koenker
The joint distribution of the probabilities of success and the number of trials
is estimated. The grid specification for success probabilities is as for Bmix
whereas the grid for the Poisson rate parameters is currently the support of the
observed trials. There is no predict method as yet. See demo(BPmix1).
Kiefer, J. and J. Wolfowitz Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters Ann. Math. Statist. 27, (1956), 887-906.