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Mélange Poissonien, suite
Dans un billet précédant, j’évoquais la mauvaise adéquation des lois de Poisson pour les données d’assurance (et autres) à cause de l’hétérogénéité des données. J’ai évoqué en TD le théorème de Moshe...
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Optimization and mixture estimation, with R
Recently, one of my students asked me about optimization routines in R. He told me he that R performed well on the estimation of a time series model with different regimes, while he had trouble with a...
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EM and mixture estimation, with R (part 2)
Following my previous post on optimization and mixtures (here), Nicolas told me that my idea was probably not the most clever one (there). So, we get back to our simple mixture model, In order to...
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