mixtools: lambda – R documentation

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lambda

Local Estimation for Lambda in Mixtures of Regressions

Return local estimates of the mixing proportions from each component of a mixture of regressions model using output from an EM algorithm.

lambda(z, x, xi, h = NULL, kernel = c("Gaussian", "Beta", 
       "Triangle", "Cosinus", "Optcosinus"), g = 0)

`z`	An nxk matrix of posterior probabilities obtained from the EM algorithm.
`x`	A vector of values for which the local estimation is calculated.
`xi`	An nx(p-1) matrix of the predictor values.
`h`	The bandwidth controlling the size of the window used for the local estimation.
`kernel`	The type of kernel to be used for the local estimation.
`g`	A shape parameter required for the symmetric beta kernel. The default is `g` = 0 which yields the uniform kernel. Some common values are `g` = 1 for the Epanechnikov kernel, `g` = 2 for the biweight kernel, and `g` = 3 for the triweight kernel.

lambda returns local estimates of the mixing proportions for the inputted x vector.

lambda is for use within regmixEM.loc.