ini.mixexp2: Simple estimation for the mixture of two exponential distributions

Description

Compute a simple (preliminary) estimation for the tree parameters of the mixture of two exponential distributions

Usage

ini.mixexp2(x, plot = FALSE)

Arguments

Sample: numerical vector with elements >0.

plot

Should a graphic be displayed?

Value

A list
estimateA vector with named elements "prob1", "rate1" and "rate2".
methodThe method that really produced the estimators.

Details

This function gives estimators using several methods if necessary. The goal is to find the rates rate1, rate2 and the mixing probability prob1 with the 'feasibility' constraints 0 < rate1 < rate2 and 0 < prob1 < 1.

First the method of moments is used. If the estimates are feasible they are returned with method = "moments". If not, the estimates are derived using two linear regressions. A regression without constant using only the smallest values gives an estimator of the mean rate. A regression using only the largest values gives rate1 and prob1. Yet the constraints must be fulfilled. If they are, the estimates are returned (together with method = "Hreg" suggesting a cumulative hazard regression). If not, a (poor) default estimate is returned with method = "arbitrary".

Examples

Run this code

library(Renext)
set.seed(1234)
x <- rmixexp2(n = 100, prob1 = 0.5, rate2 = 4)
res <- ini.mixexp2(x, plot = TRUE)