Rec_Lm

Finite mixture models are a popular technique for modelling unobserved heterogeneity or to approximate general distribution functions in a semi-parametric way. They are used in a lot of different areas such as astronomy, biology, economics, marketing or medicine.
This package is the implementation of popular robust mixture regression methods based on different algorithms including: fleximix, finite mixture models and latent class regression; CTLERob, component-wise adaptive trimming likelihood estimation; mixbi, bi-square estimation; mixL, Laplacian distribution; mixt, t-distribution; TLE, trimmed likelihood estimation.
The implemented algorithms includes:  CTLERob stands for Component-wise adaptive Trimming Likelihood Estimation based mixture regression; mixbi stands for mixture regression based on bi-square estimation; mixLstands for mixture regression based on Laplacian distribution; TLE stands for Trimmed Likelihood Estimation based mixture regression. For more detail of the algorithms, please refer to below references.
Reference: Chun Yu, Weixin Yao, Kun Chen (2017) <doi:10.1002/cjs.11310>.
NeyKov N, Filzmoser P, Dimova R et al. (2007) <doi:10.1016/j.csda.2006.12.024>.
Bai X, Yao W. Boyer JE (2012) <doi:10.1016/j.csda.2012.01.016>.
Wennan Chang, Xinyu Zhou, Yong Zang, Chi Zhang, Sha Cao (2020) <arXiv:2005.11599>.

Wennan Chang

RobMixReg

Robust Mixture Regression

Rec_Lm: Adaptive lasso.

Description

Usage

Arguments

Value