NormalLaplace (version 0.3-0)

nlFitStart: Find Starting Values for Fitting a Normal Laplace Distribution

Description

Finds starting values for input to a maximum likelihood routine for fitting a normal Laplace distribution to data.

Usage

nlFitStart(x, breaks = "FD",
             paramStart = NULL,
             startValues = c("MoM", "US"),
             startMethodMoM = "Nelder-Mead", ...)
  nlFitStartMoM(x, startMethodMoM = "Nelder-Mead", ...)

Arguments

x

Data vector.

breaks

Breaks for histogram. If missing, defaults to those generated by hist(x, right = FALSE, plot = FALSE).

paramStart

Starting values for parameter vector if startValues = "US".

startValues

Vector of the different starting value methods to consider. See Details.

startMethodMoM

Method used by call to optim in finding method of moments estimates.

…

Passes arguments to optim.

Value

nlFitStart returns a list with components:

paramStart

A vector with elements mu, sigma, alpha and beta giving the starting value of param.

xName

A character string with the actual x argument name.

breaks

The cell boundaries found by a call to hist.

midpoints

The cell midpoints found by a call to hist.

empDens

The estimated density found by a call to hist.

nlFitStartMoM returns only the method of moments estimates as a vector with elements mu, sigma, alpha and beta.

Details

Possible values of the argument startValues are the following:

• "US"User-supplied.

• "MoM"Method of moments.

If startValues = "US" then a value must be supplied for paramStart.

If startValues = "MoM", nlFitStartMoM is called.

If startValues = "MoM" an initial optimisation is needed to find the starting values. These optimisations call optim.

See Also

dnl, nlFit, hist, and optim.

Examples

# NOT RUN {
param <- c(2, 2, 1, 1)
dataVector <- rnl(500, param = param)
nlFitStart(dataVector, startValues = "MoM")
# }