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)
#'
```

*distributionsrd*version 0.0.6 Index]