[R] Using betareg package to fit beta mixture with given initial parameters

Michael Dayan mdayan.research at gmail.com
Tue Mar 21 13:04:31 CET 2017


Hi,

I would like to fit a mixture of two beta distributions with parameters
(alpha1, beta1) for the first component, (alpha2, beta2) for the second
component, and lambda for the mixing parameter. I also would like to set a
maximum of 200 iterations and a tolerance of 1e-08.

My question is: how to use the betareg package to run the fit with initial
values for the parameters alpha1, beta1, alpha2, beta2 and lambda? I saw in
the documentation that I would need to use the 'start' option of the
betareg function, with start described as "an optional vector with starting
values for all parameters (including phi)". However I could not find how to
define this list given my alpha1, beta1, alpha2, beta2 and lambda.

The current code I have is:
mydata$y <- <my_data>
bmix <- betamix(y ~ 1 | 1, data = mydata, k = 2, fstol = 1e-08, maxit =
200, fsmaxit = 200)


And I suspect I would need to do something along the lines:

initial.vals <- c(?, ?, ?, ?, ?)
bmix <- betamix(y ~ 1 | 1, data = mydata, k = 2, fstol = 1e-08, maxit =
200, fsmaxit = 200, control=betareg.control(start=initial.vals)))

But I do not know what to use for initial.vals.

Best wishes,

Michael

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