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

[David Winsemius]

> On Mar 21, 2017, at 5:04 AM, Michael Dayan <mdayan.research at gmail.com> wrote:
> 
> 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.

If there were sensitivity to data, then wouldn't  that depend on your (unprovided) data?


> 
> Best wishes,
> 
> Michael
> 
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> 
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David Winsemius
Alameda, CA, USA