Conditional Density Estimation with Neural Network Conditional Mixtures

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Documentation for package ‘condmixt’ version 1.1

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C D G H K L P Q R S

condmixt-package Conditional Density Estimation with Neural Network Conditional Mixtures

-- C --

condbergamixt.fit Maximum likelihood estimation for conditional mixture parameters
condbergamixt.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condbergamixt.fwd Forward pass in neural network conditional mixtures
condbergamixt.init Conditional mixture parameter initial values
condbergamixt.negloglike Negative log-likelihood for conditional mixture with a discrete component at zero.
condbergamixt.nll Negative log-likelihood for conditional mixtures
condbergamixt.quant Quantile computation for conditional mixtures.
condbergamixt.train Training of conditional mixtures
condgaussmixt The conditional Gaussian mixture distribution
condgaussmixt.dirac.condquant Quantile computation for conditional mixtures.
condgaussmixt.dirac.fit Maximum likelihood estimation for conditional mixture parameters
condgaussmixt.dirac.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condgaussmixt.dirac.fwd Forward pass in neural network conditional mixtures
condgaussmixt.dirac.init Conditional mixture parameter initial values
condgaussmixt.dirac.negloglike Negative log-likelihood for conditional mixture with a discrete component at zero.
condgaussmixt.dirac.nll Negative log-likelihood for conditional mixtures
condgaussmixt.dirac.quant Quantile computation for conditional mixtures.
condgaussmixt.dirac.train Training of conditional mixtures
condgaussmixt.fit Maximum likelihood estimation for conditional mixture parameters
condgaussmixt.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condgaussmixt.fwd Forward pass in neural network conditional mixtures
condgaussmixt.init Conditional mixture parameter initial values
condgaussmixt.nll Negative log-likelihood for conditional mixtures
condgaussmixt.quant Quantile computation for conditional mixtures.
condgaussmixt.train Training of conditional mixtures
condhparetomixt The conditional hybrid Pareto mixture distribution
condhparetomixt.cvtrain.tailpen Cross-validation of the conditinal mixture with hybrid Pareto components with a tail penalty added to the negative log-likelihood for training.
condhparetomixt.dirac.condquant Quantile computation for conditional mixtures.
condhparetomixt.dirac.fit Maximum likelihood estimation for conditional mixture parameters
condhparetomixt.dirac.fit.tailpen Maximum likelihood estimation for conditional mixture parameters
condhparetomixt.dirac.foldtrain.tailpen Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condhparetomixt.dirac.fwd Forward pass in neural network conditional mixtures
condhparetomixt.dirac.init Conditional mixture parameter initial values
condhparetomixt.dirac.negloglike Negative log-likelihood for conditional mixture with a discrete component at zero.
condhparetomixt.dirac.nll Negative log-likelihood for conditional mixtures
condhparetomixt.dirac.nll.tailpen Negative log-likelihood for conditional mixtures
condhparetomixt.dirac.quant Quantile computation for conditional mixtures.
condhparetomixt.dirac.train.tailpen Training of conditional mixtures
condhparetomixt.fit Maximum likelihood estimation for conditional mixture parameters
condhparetomixt.fit.tailpen Maximum likelihood estimation for conditional mixture parameters
condhparetomixt.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condhparetomixt.foldtrain.tailpen Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condhparetomixt.fwd Forward pass in neural network conditional mixtures
condhparetomixt.init Conditional mixture parameter initial values
condhparetomixt.nll Negative log-likelihood for conditional mixtures
condhparetomixt.nll.tailpen Negative log-likelihood for conditional mixtures
condhparetomixt.quant Quantile computation for conditional mixtures.
condhparetomixt.train Training of conditional mixtures
condhparetomixt.train.tailpen Training of conditional mixtures
condlognormixt.dirac.condquant Quantile computation for conditional mixtures.
condlognormixt.dirac.fit Maximum likelihood estimation for conditional mixture parameters
condlognormixt.dirac.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condlognormixt.dirac.init Conditional mixture parameter initial values
condlognormixt.dirac.negloglike Negative log-likelihood for conditional mixture with a discrete component at zero.
condlognormixt.dirac.nll Negative log-likelihood for conditional mixtures
condlognormixt.dirac.quant Quantile computation for conditional mixtures.
condlognormixt.dirac.train Training of conditional mixtures
condlognormixt.fit Maximum likelihood estimation for conditional mixture parameters
condlognormixt.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condlognormixt.init Conditional mixture parameter initial values
condlognormixt.nll Negative log-likelihood for conditional mixtures
condlognormixt.quant Quantile computation for conditional mixtures.
condlognormixt.train Training of conditional mixtures
condmixt Conditional Density Estimation with Neural Network Conditional Mixtures
condmixt.dirac.negloglike Negative log-likelihood for conditional mixture with a discrete component at zero.
condmixt.fit Maximum likelihood estimation for conditional mixture parameters
condmixt.foldtrain Training of conditional mixtures and evaluation of the negative log-likelihood on validation data
condmixt.fwd Forward pass in neural network conditional mixtures
condmixt.init Conditional mixture parameter initial values
condmixt.nll Negative log-likelihood for conditional mixtures
condmixt.quant Quantile computation for conditional mixtures.
condmixt.train Training of conditional mixtures

-- D --

dcondgaussmixt The conditional Gaussian mixture distribution
dcondhparetomixt The conditional hybrid Pareto mixture distribution
dgaussmixt Mixture of Gaussians
dhpareto The Hybrid Pareto Distribution
dhparetomixt Mixture of hybrid Paretos
dlognormixt Mixture of Log-Normals

-- G --

gaussmixt Mixture of Gaussians
gaussmixt.init Provides initial values for the parameters of a mixture of Gaussians based on a sample.
gpd.mme Moment Estimator for the Generalized and the Hybrid Pareto Distribution

-- H --

hillest Hill Estimator
hpareto The Hybrid Pareto Distribution
hpareto.alpha Auxillary Parameters of the Hybrid Pareto Distribution
hpareto.beta Auxillary Parameters of the Hybrid Pareto Distribution
hpareto.fit Hybrid Pareto Maximum Likelihood Estimation
hpareto.gamma Auxillary Parameters of the Hybrid Pareto Distribution
hpareto.mme Moment Estimator for the Generalized and the Hybrid Pareto Distribution
hpareto.negloglike Hybrid Pareto Maximum Likelihood Estimation
hparetomixt Mixture of hybrid Paretos
hparetomixt.cvtrain Maximum Likelihood Estimation for a Mixture of Hybrid Paretos
hparetomixt.cvtrain.tailpen Maximum Likelihood Estimation for a Mixture of Hybrid Paretos with Tail Penalty
hparetomixt.disp Display the Hybrid Pareto Mixture Parameters
hparetomixt.fit Maximum Likelihood Estimation for a Mixture of Hybrid Paretos
hparetomixt.fit.tailpen Maximum Likelihood Estimation for a Mixture of Hybrid Paretos with Tail Penalty
hparetomixt.init Provides initial values for the parameters of a mixture of hybrid Paretos based on a sample.
hparetomixt.negloglike Maximum Likelihood Estimation for a Mixture of Hybrid Paretos
hparetomixt.negloglike.tailpen Maximum Likelihood Estimation for a Mixture of Hybrid Paretos with Tail Penalty

-- K --

kneigh.condquant Conditional quantile estimation from nearest neighbors.

-- L --

lambertw Lambert W Function
lognormixt Mixture of Log-Normals

-- P --

pcondgaussmixt The conditional Gaussian mixture distribution
pcondhparetomixt The conditional hybrid Pareto mixture distribution
pcondhparetomixt.dirac The conditional hybrid Pareto mixture distribution
pgaussmixt Mixture of Gaussians
phpareto The Hybrid Pareto Distribution
phparetomixt Mixture of hybrid Paretos

-- Q --

qhpareto The Hybrid Pareto Distribution

-- R --

rhpareto The Hybrid Pareto Distribution

-- S --

softplus Softplus Transform
softplusinv Softplus Transform