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

[Michael Dayan]

The method of setting the initial values given lambda, alpha1, etc. should
not depend on the exact values of lambda, alpha1, etc. in my situation,
i.e. it does not depend on my data.

On Mar 22, 2017 04:30, "David Winsemius" <dwinsemius at comcast.net> wrote:


> 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

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