moments_cmgnd {cmgnd} | R Documentation |
Compute the First Four Moments of the CMGND Marginal Distribution
Description
Computes the mean, variance, skewness, and kurtosis of the marginal distribution of a univariate Constrained Mixture of Generalized Normal Distributions (CMGND) model, given the model parameters.
Usage
moments_cmgnd(parameters)
Arguments
parameters |
A matrix or data frame where each row corresponds to a component of the mixture. Columns must be ordered as follows:
|
Details
The function assumes that the parameters define a valid CMGND model and uses
analytical expressions to compute the first four moments of the marginal distribution.
The shape parameter \nu_k
governs the kurtosis of each component.
Value
A named list with the following elements:
- mean
The marginal mean of the CMGND distribution
- var
The marginal variance
- skew
The marginal skewness
- kur
The marginal kurtosis
See Also
cmgnd
for estimating CMGND model parameters.