EMBoot {lognGPD} | R Documentation |
Bootstrap standard errors for the MLEs of a lognormal-GPD 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
EMBoot(x, x0, y, 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. |
x0 |
numerical vector (5x1): initial values of the parameters p,
|
y |
numerical vector: observed sample. |
maxiter |
non-negative integer: maximum number of iterations of the EM algorithm. |
Details
At each bootstrap replication, the mixture is estimated via the EM algorithm.
Value
Estimated parameters obtained from a bootstrap sample.
[Package lognGPD version 0.1.0 Index]