Dear R-users,
I am trying to fit pareto distribution to some data but i've one problem.
Using optim to calculate the maximum of the likelihood function of the
pareto I use as start parameters the moments method(using the distribution
function in the package actuar):
media=mean(x)
var=mean(x^2)-media^2
scale=2*var/(var-media^2)
shape=(scale-1)*media
fitdistr(x,dpareto,list(shape=shape,scale=scale))
The problem is how to initialize the shape and scale parameters when
"var<=media^2" . When "var<=media^2" scale and shape parameters are negative
using moments method.
Does anyone know how to initialize the paramaters when "var<=media^2"?
Thanks
Borja
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
