Dear Charles,
Please, when you have questions about fitdistrplus, contact directly the authors of the package and not R-help.
When fitting non ? standard ? distributions with fitdistrplus, you should define by yourself the density and the cumulative distribution functions, or load a package which define them.
See FAQ for a general example : https://cran.r-project.org/web/packages/fitdistrplus/vignettes/FAQ.html#how-do-i-find-non-standard-distributions ?
Regarding your mixed distribution, the code below works correctly. By the way, the Feller-Pareto distribution (see actual) is among the best distributions for the Danish dataset. You may also consider composite distributions, see https://CRAN.R-project.org/view=Distributions
Kind regards, Christophe
dmixgam <- function(x, prob, shape1, scale1, shape2, scale2)
prob*dgamma(x, shape1, scale=scale1)+ (1-prob)*dpareto(x, shape2, scale=scale2)
pmixgam <- function(q, prob, shape1, scale1, shape2, scale2)
prob*pgamma(q, shape1, scale=scale1)+ (1-prob)*ppareto(q, shape2, scale=scale2)
library(actuar)
library(fitdistrplus)
data("danishuni")
x<- danishuni$Loss
fgam<- fitdist(x,"gamma",lower=0)
fpar<- fitdist(x,"pareto",start = list(shape=2,scale=2),lower=0)
fmixgam<- fitdist(x,"mixgam",start =
list(prob=1/2,shape1=1,scale1=1,shape2=1,scale2=1),lower=0)
cdfcomp(list(fgam, fpar, fmixgam), xlogscale = TRUE)
gofstat(list(fgam, fpar, fmixgam))
---------- Forwarded message ---------
From: Charles Thuo <tcmuigai at gmail.com>
Date: Wed, Oct 21, 2020 at 12:03 AM
Subject: [R] Fitting Mixed Distributions in the fitdistrplus package
To: <r-help at r-project.org>
Dear Sirs,
The below listed code fits a gamma and a pareto distribution to a data set
danishuni. However the distributions are not appropriate to fit both tails
of the data set hence a mixed distribution is required which has ben
defined as "mixgampar"
as shown below.
library(fitdistrplus)
x<- danishuni$Loss
fgam<- fitdist(x,"gamma",lower=0)
fpar<- fitdist(x,"pareto",start = list(shape=2,scale=2),lower=0)
fmixgampar<- fitdist(x,"mixgampar",start =
list(prob=1/2,nu=1,lambda=1,alpha=1,theta=1),lower=0)
Error in fitdist(x, "mixgampar", start = list(prob = 1/2, nu = 1, lambda =
1, :
The dmixgampar function must be defined
Kindly assist to define the dmixgampar
Charkes
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