Dear All, I am trying to do some simple mixture analyses. For instance, I have a sample of n observations and I suspect they come from two different exponential distributions with parameters rate1 and rate2, respectively. So, I want to estimate rate1, rate2, and the proportions of both kinds of individuals in the sample. I had a look at the packages mda and mclust, but they do not seem to do this kind of analysis. Has anybody tried to program such simple mixture analysis in R? Also, I am interested in testing the hypothesis that the suspected heterogeneity is significant: are there any method in R for such a test? Thanks in advance for any help. Emmanuel Paradis -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Hi I'm trying to create a dll file for the windows distribution of a package. I've tried mingw32 and cygwin with the commands given below and it seems that there is a problem related with C random() function. (-mno-cygwin only included when using cygwin) Can anybody tell me how to go around this? Thanks P.J. $ gcc -O2 -mno-cygwin -c function.c $ dllwrap -o function.dll -mno-cygwin --export-all-symbols function.o dllwrap: no export definition file provided dllwrap: creating one, but that may not be what you want /usr/bin/ld: warning: cannot find entry symbol __cygwin_dll_entry at 12; defaulting to 64f81000 function.o(.text+0x164a):function.c: undefined reference to `random' function.o(.text+0x168f):function.c: undefined reference to `random' collect2: ld returned 1 exit status dllwrap: gcc exited with status 1 -------------------------------------------------------------- Paulo Justiniano Ribeiro Jr Dept Maths & Stats - Fylde College Lancaster University Lancaster LA1 4YF - U.K. e-mail: paulojus at est.ufpr.br http://www.maths.lancs.ac.uk/~ribeiro -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Thu, 9 Nov 2000, Emmanuel Paradis wrote:> I am trying to do some simple mixture analyses. For instance, I have a > sample of n observations and I suspect they come from two different > exponential distributions with parameters rate1 and rate2, respectively. > So, I want to estimate rate1, rate2, and the proportions of both kinds of > individuals in the sample. I had a look at the packages mda and mclust, but > they do not seem to do this kind of analysis.This is an MLE problem; use nlm(). I recently had to do this with the Gumbel distribution. Experts, please let me know if I've screwed up. Bill =================================================pgumbel<-function(x,a,b) exp(-exp(-(x-a)/b)) dgumbel<-function(x,a,b) (1/b)*exp(-(x-a)/b)*exp(-exp(-(x-a)/b)) rgumbel<-function(n,a,b) a-b*log(-log(runif(n=n))) dmixgumbel<-function(x,p,a1,b1,a2,b2) { p*(1/b1)*exp(-(x-a1)/b1)*exp(-exp(-(x-a1)/b1)) + (1-p)*(1/b2)*exp(-(x-a2)/b2)*exp(-exp(-(x-a2)/b2)) } #not sure if this is right!!!!!! pmixgumbel<-function(x,p,a1,b1,a2,b2) { p*exp(-exp(-(x-a1)/b1)) + (1-p)*exp(-exp(-(x-a2)/b2)) } fitmixture.sim<-function(p=.9,a1=200,b1=50,a2=600,b2=20) { n1<-round(p*150) n2<-150-n1 x<-c(rgumbel(n=n1,a=a1,b=b1),rgumbel(n=n2,a=a2,b=b2)) plot(sort(x),ppoints(x)) fn<-function(p) { sum(-log(dmixgumbel(x,p=p[1],a1=p[2],b1=p[3],a2=p[4],b2=p[5])) ) } out<-nlm(fn,p=c(.9,200,50,600,20), hessian=TRUE) xfit<-seq(min(x),max(x),length=40) yfit<-pmixgumbel(xfit,p=out$estimate[1],a1=out$estimate[2], b1=out$estimate[3],a2=out$estimate[4],b2=out$estimate[5]) lines(xfit,yfit) list(out=out) } -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._