Compute the PMLE or MLE of the parameters under a mixture of exponentials. When the level of penalty is 0, PMLE reduces to MLE.

1 2 |

`x` |
data, can be either a vector or a matrix with the 1st column being the observed values and the 2nd column being the corresponding frequencies. |

`m0` |
order of the finite mixture model, default value: m0 = 1. |

`lambda` |
level of penalty, default value: lambda = 0. |

`inival` |
initial values for the EM-algorithm, a 2m0-dimension vector including m0 mixing proportions and m0 component parameters, or a matrix with 2m0 columns, default value: inival = NULL. (if not provided, random initial values are used.) |

`len` |
number of random initial values for the EM-algorithm, default value: len = 10. |

`niter` |
number of iterations for all initial values in the EM-algorithm. The algorithm runs EM-iteration niter times from each initial value. The iteration will restart from the parameter value with the highest likelihood value at the point and run until convergence. default value: niter = 50. |

`tol` |
tolerance level for the convergence of the EM-algorithm, default value: tol = 1e-6. |

`rformat` |
form of the digital output: default of R package is used when rformat = T; If rformat = T, the digital output is rounded to the 3rd dicimal place if it is larger than 0.001, keeps 3 significant digits otherwise. The default value of rformat is F. |

Return the PMLE or MLE of the parameters with order = m0 (mixing proportions and component parameters), log-likelihood value at the PMLE or MLE and the penalized log-likelihood value at the PMLE.

Shaoting Li, Jiahua Chen and Pengfei Li

emtest.exp, plotmix.exp, rmix.exp

1 2 3 4 5 6 | ```
#generate a random sample from a 2 component exponential mixture,
#compute the PMLE of the parameters under 2 component exponential mixture model,
#plot the histgoram of the observations and the fitted density.
x <- rmix.exp(200,c(0.3,0.7),c(2,8))
out <- pmle.exp(x,2,1)
plotmix.exp(x,out)
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.