composite.mle {distributionsrd} | R Documentation |
Maximum likelihood estimation of the parameters of the two-/three- composite distribution
composite.mle(x, dist, start, lower = NULL, upper = NULL)
x |
data vector |
dist |
character vector denoting the distribution of the first-, second- (and third) component respectively. If only two components are provided, the distribution reduces to the two-component distribution. |
start |
named numeric vector holding the coefficients of the first-, second- (and third) component, predeced by coeff1., coeff2. (and coeff3.), respectively. Coefficients for the last component do not have to be provided for the two-component distribution and will be disregarded. |
lower, upper |
Lower and upper bounds to the estimated coefficients, defaults to -Inf and Inf respectively. |
Returns a named list containing a
Named vector of coefficients
logical indicator of convergence
Cutoffs of the composite distribution
Length of the fitted data vector
Nr. of coefficients
Nr. of components
dist <- c("invpareto", "lnorm", "pareto") coeff <- c( coeff1.k = 1.5, coeff2.meanlog = -0.5, coeff2.sdlog = 0.5, coeff3.k = 1.5 ) lower <- c(1e-10, -Inf, 1e-10, 1e-10) upper <- c(Inf, Inf, Inf, Inf) x <- rcomposite(1e3, dist = dist, coeff = coeff) composite.mle(x = x, dist = dist, start = coeff + 0.2, lower = lower, upper = upper) #'