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log1
2011 Nov 23
6
Incomplete final line (Antonio José Sáez)
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anteriores.
#Doble Pareto con p=1/2 y mismo lambda (simétrica)
probando<-function(data=NULL,p0=c(1,1),method=1,iters=10000,print.level=0){
x<-data
n<-length(x)
x.pos<-x[x>=0]
n.pos<-length(x.pos)
x.neg<-x[x<0]
n.neg<-length(x.neg)
p0l<-p0[1]
p0s<-p0[2]
logL1<-function(p){
l1<-exp(p[1])
l2<-l1
s<-exp(p[2])
-(n.neg*log(l1)+n.pos*log(l2)
-l1*sum(log(1-x.neg/s))-l2*sum(log(1+x.pos/s))
-sum(log(1+abs(x)/s))
-n*log(s)+n*log(0.5)
)
}
if (method==1){
p0<-c(log(p0l),log(p0s))
fit<-nlm(logL1,p=p0,hessian= TRUE,iterlim=iters,print...