ECMEBoot {LNPar} | R Documentation |
Bootstrap standard errors for the MLEs of a lognormal-Pareto mixture
Description
This function draws a bootstrap sample and uses it to estimate the parameters of a lognormal-Pareto mixture distribution. Since this is typically called by LPfitEM, see the help of LPfitEM for examples.
Usage
ECMEBoot(x, y, eps, maxiter)
Arguments
x |
list: sequence of integers 1,...,K, where K is the mumber of datasets. Set x = 1 in case of a single dataset. |
y |
numerical vector: observed sample. |
eps |
non-negative scalar: starting value of the log-expectation of the lognormal distribution on the log scale. |
maxiter |
non-negative integer: starting value of the log-variance of the lognormal distribution on the log scale. |
Details
At each bootstrap replication, the mixture is estimated via the ECME algorithm. The function is typically called by LPfitEM.
Value
Estimated parameters obtained from a bootstrap sample.
[Package LNPar version 1.1.1 Index]