[R] How to obtain parameters of a mixture model of two lognormal distributions

Jacques Wagnor jacques.wagnor at gmail.com
Fri Sep 7 23:04:37 CEST 2007


Dear List,

I have read that a lognormal mixture model having a pdf of the form
f(x)=w1*f1(x)+(1-w1)*f2(x) fits most data sets quite well, where f1
and f2 are lognormal distributions.

Any pointers on how to create a function that would produce the 5
parameters of f(x) would be greatly appreciated.

> version
               _
platform       i386-pc-mingw32
arch           i386
os             mingw32
system         i386, mingw32
status
major          2
minor          5.1
year           2007
month          06
day            27
svn rev        42083
language       R
version.string R version 2.5.1 (2007-06-27)



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