R/optim.fun5.R

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

"optim.fun5" <-
function(x, data, param1, param2)
{
# Numerical maximum likelihood.
L1 <- x[1]
L2 <- x[2]
L3 <- x[3]
L4 <- x[4]
M1 <- x[5]
M2 <- x[6]
M3 <- x[7]
M4 <- x[8]
p <- x[9]

check1 <- gl.check.lambda.alt(L1, L2, L3, L4, param1)
check2 <- gl.check.lambda.alt(M1, M2, M3, M4, param2)
if(check1==TRUE && check2==TRUE){
   check3 <- min(qgl(0, L1, L2, L3, L4, param1),qgl(0, M1, M2, M3, M4, param2))<=min(data)
   check4 <- max(qgl(1, L1, L2, L3, L4, param1),qgl(1, M1, M2, M3, M4, param2))>=max(data)}
else {
check3<-FALSE
check4<-FALSE}
check5 <- p > 0
check6 <- p < 1
f0<-dgl(data,L1,L2,L3,L4,param1)
f1<-dgl(data,M1,M2,M3,M4,param2)


if(as.logical(check1*check2*check3*check4*check5*check6)) {
response<- -sum((f0*(p)/(f0*p+f1*(1-p)))*(log(f0)+log(p))+(f1*(1-p)/(f0*p+f1*(1-p)))*(log(f1)+log(1-p)))
}

else if(as.logical(check1*check2*check3*check4*check5*check6) == 0) {
response <- NA
}
return(response)
}