tannenbaum

<p>Gaussian Location Mixture data to illustrate Mosek tolerance problem</p>

datasets

Kiefer-Wolfowitz maximum likelihood estimation for mixture models
and some other density estimation and regression methods based on convex
optimization.  See Koenker and Gu (2017) REBayes: An R Package for Empirical
Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26,
<DOI:10.18637/jss.v082.i08>.

Roger Koenker

REBayes

Empirical Bayes Estimation and Inference

Jiaying Gu

Ivan Mizera

tannenbaum function

<p>5000 iid Gaussians
This data set was randomly generated in the course of trying to understand some
anomalies in estimating Gaussian location mixture problems with <code>GLmix</code>.
It is used by <code>demo(tannenbaum)</code> to illustrate that sometimes it is
worthwhile to tighten the default convergence tolerance for Mosek.</p>

tannenbaum: Perverse Gaussian Mixture data

Description

Usage

Arguments

Format