[R] Fitting & evaluating mixture of two Weibull distributions

N.Alberts at roehampton.ac.uk N.Alberts at roehampton.ac.uk
Mon Mar 5 11:57:42 CET 2012


Hello,

I would like to fit a mixture of two Weibull distributions to my data, estimate the model parameters, and compare the fit of the model to that of a single Weibull distribution.

I have used the mix() function in the 'mixdist' package to fit the mixed distribution, and have got the parameter estimates, however, I have not been able to get the log-likelihood for the fit of this model in order to compare it to the single distribution.
I have also had a look at the 'Mixtools' and 'Flexmix' packages. With both of these it is possible to fit a mixture of distributions, but, as far as I can tell, these are pre-defined and do not have a function for a mixture of two Weibull distributions.
I have used the 'fitdistrplus' package to fit the single distribution.

Does anyone have any suggestions either for getting the log-likelihood for models fitted with the mix() function, or other packages / functions which allow me to fit a double Weibull and get the log-likelihood for the model?

Any suggestions are much appreciated!

Best wishes,

Nienke


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Nienke Alberts
PhD Candidate
Centre of Research in Evolutionary & Environmental Anthropology
University of Roehampton


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