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variance = "louis" computes the gate-block covariance by
Louis’s (1982) identity – complete-data information minus the missing
information from the latent labels – giving analytic,
classification-aware standard errors without the imputation cost of
"stochEM". In a Monte-Carlo check (n = 300) the Louis SE
matched the empirical SD (0.207 vs 0.211) and reached 0.95 coverage,
where the conditional sandwich gave 0.80. This is the variance
DESIGN section 2.4 specified; it is now the recommended
choice for gate inference. summary() labels the SE method
in use.Revision after two adversarial reviews. The estimator was verified correct; this release fixes the inference honesty and the software contract.
mixqrgate(variance = "stochEM") adds a multiple-imputation
gate variance that propagates the uncertainty about class membership.
The default sandwich SE is conditional on the fitted memberships and
under-covers when components overlap; summary() now says
so.sim_gate2() gains loc_vary, which makes
membership genuinely depend on the quantile rank. The vignette is
rewritten around inference (does the gate vary, with
uncertainty shown) rather than an eyeballed trend; the previous example
overstated a noisy drift.y, X,
and Z stay aligned.confint() returns gate-coefficient intervals
(previously empty); AIC(k=) honors k..Rbuildignore, Remotes: for
the non-CRAN mixqr dependency.Still deferred (documented): full Louis joint gate+component
information, a cross-tau Wald test, KDE-path classification-aware gate
SEs, cross-tau relabel coherence, and
vary_gating = "smooth".
First release. A companion to mixqr adding a concomitant, quantile-indexed mixing gate to finite mixtures of quantile regressions.
mixqrgate() fits a gated mixture: the mixing
probabilities follow a multinomial-logit gate on concomitant covariates
(gating = ~ z), optionally refit per quantile level
(vary_gating = "discrete", the Furno 2025 location-varying
mixing mode). ALD and Wu & Yao kernel-density paths.mixqr
fit) when gating = ~1.mixqr component and
constrained-error-density machinery via its extension API
(weighted_rq(), constrained_kde()).print, summary (component +
gate blocks), coef, vcov,
predict, plot(which = "gating") (the
gate-vs-tau picture), logLik, AIC,
BIC, fitted, residuals.sim_gate2() simulates a two-component design with a
concomitant gate.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.