estimate.compound {gentransmuted}R Documentation

Fitting a compound distribution.

Description

estimate.compound computes the maximum likelihood estimates for a compound distribution. See arguments for supported distributions.

Usage

estimate.compound(x, dist = "exp", comp1 = as.null(), comp2 = as.null(), est.var = TRUE)

Arguments

x

the vector of values to be fitted.

dist

baseline distribution. Avaliable options: exp (exponential), gamma, lnorm (log-normal), paretoII, bisa (Birnbaum-Saunders), lomax, beta, kumar (Kumaraswamy), norm (normal), logis (logistic), cauchy, gumbel. See details for parameterizations of these distributions.

comp1, comp2

compounding distributions. Avaliable options: EXP (Exponentiated), EXP2 (Exponentiated of the second kind), MO (Marshall-Olkin), MO2 (Marshall-Olkin of the second kind), SB (Shaw and Buckley).

est.var

Logical. If TRUE the standard errors are estimated.

Details

The parameterization for the different distributions is given in .

Value

A list containing the following components:

coefficients

A matrix with the estimates and standard errors.

logLik

The log-likelihood function evaluated in the estimated parameters

AIC

Akaike's Information Criterion

BIC

Bayesian's Information Criterion

Author(s)

Yolanda M. Gomez, Diego I. Gallardo, Hector W. Gomez and Barry Arnold

Examples

set.seed(2100)
y=rcompound(100, 1.2, 1.4, 1, 0.8, dist="exp", comp1="EXP", comp2="MO")
estimate.compound(y, dist="exp", comp1="EXP", comp2="MO")

[Package gentransmuted version 1.0 Index]