composite.mle {distributionsrd} R Documentation

## Composite MLE

### Description

Maximum likelihood estimation of the parameters of the two-/three- composite distribution

### Usage

```composite.mle(x, dist, start, lower = NULL, upper = NULL)
```

### Arguments

 `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.

### Value

Returns a named list containing a

coefficients

Named vector of coefficients

convergence

logical indicator of convergence

cutoffs

Cutoffs of the composite distribution

n

Length of the fitted data vector

np

Nr. of coefficients

components

Nr. of components

### Examples

```
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)

#'
```

[Package distributionsrd version 0.0.6 Index]