About: A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data

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About: A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data Goto Sponge NotDistinct Permalink

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	An R package mixAK is introduced which implements routines for a semiparametric density estimation through normal mixtures using the Markov chain Monte Carlo (MCMC) methodology. Besides producing the MCMC output, the package computes posterior summary statistics for important characteristics of the fitted distribution or computes and visualizes the posterior predictive density. For the estimated models, penalized expected deviance (PED) and deviance information criterion (DIC) is directly computed which allows for a selection of mixture components. Additionally, multivariate right-, left- and interval-censored observations are allowed. For univariate problems, the reversible jump MCMC algorithm has been implemented and can be used for a joint estimation of the mixture parameters and the number of mixture components. We briefly review implemented algorithms and illustrate the use of the package on three real examples of different complexity. An R package mixAK is introduced which implements routines for a semiparametric density estimation through normal mixtures using the Markov chain Monte Carlo (MCMC) methodology. Besides producing the MCMC output, the package computes posterior summary statistics for important characteristics of the fitted distribution or computes and visualizes the posterior predictive density. For the estimated models, penalized expected deviance (PED) and deviance information criterion (DIC) is directly computed which allows for a selection of mixture components. Additionally, multivariate right-, left- and interval-censored observations are allowed. For univariate problems, the reversible jump MCMC algorithm has been implemented and can be used for a joint estimation of the mixture parameters and the number of mixture components. We briefly review implemented algorithms and illustrate the use of the package on three real examples of different complexity. (en)
Title	A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data (en)
skos:prefLabel	A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data (en)
skos:notation	RIV/00216208:11320/09:00206601!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GP201/09/P077), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	12
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Komárek, Arnošt
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	301405
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/09:00206601
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	package; Bayesian; estimation; multivariate; normal; mixtures; allowing; selection; number; components; interval-censored; data (en)
http://linked.open.../riv/klicoveSlovo	estimation number mixtures package allowing interval-censored components data selection normal Bayesian multivariate
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[8400DCED426A]
http://linked.open...i/riv/nazevZdroje	Computational Statistics and Data Analysis
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Multivariate longitudinal models to predict a categorical outcome
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	53
http://linked.open...iv/tvurceVysledku	Komárek, Arnošt
http://linked.open...ain/vavai/riv/wos	000270624600004
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
issn	0167-9473
number of pages	16 (xsd:int)
http://localhost/t...ganizacniJednotka	11320

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