• ## Hierarchical Clustering, Classification and Density Estimation of Finite Normal Mixed Model EM Algorithm in R Language

Time：2022-8-27

Original link: http://tecdat.cn/?p=23825 Introduction This paper presents an implementation in R software based on finite normal mixture models for model-based clustering, classification, and density estimation. Functions are provided for parameter estimation by the EM algorithm for normal mixture models with various covariance structures, as well as functions for simulating from these models. In addition, functions […]

• ## Extension tecdat|R language to simulate the geometric Brownian motion of complex financial products

Time：2022-8-14

Original link:http://tecdat.cn/?p=5334 Geometric Brownian Motion (GBM) is the standard workhorse for modeling most financial instruments that rely on some form of path dependence. Although GBM is based on well-founded theory, one should never forget its original purpose – the modeling of particle motion following strictly normally distributed impulses. The basic formula is given by: The […]

• ## Hierarchical clustering, classification and density estimation of EM algorithm for R language finite normal mixed model

Time：2022-6-3

Original link: http://tecdat.cn/?p=23825 brief introduction This paper introduces the implementation of finite normal mixture model in R software for model-based clustering, classification and density estimation. The EM algorithm is used to estimate the parameters of normal mixed models with various covariance structures, and the simulation functions based on these models are provided. In addition, it […]

• ## Simulation of geometric Brownian motion of complex financial products with extended tecdat|r language

Time：2021-12-9

Original link:http://tecdat.cn/?p=5334 Geometric Brownian motion (GBM) is the standard force to simulate most financial instruments that rely on some form of path dependence. Although GBM is based on well founded theory, people should never forget its original purpose – the modeling of particle motion follows a strictly normal distribution pulse. The basic formula is given […]