I have to estimate the parameters of a mixture distribution which consists of Pareto distribution and Exponential distribution. I am using the maximum likelihood estimation procedure by using log-likelihood function and differentiating it with respect to each parameter. Since the log-likelihood equation is nonlinear, I have to use Newton Rhapson's iterative method. How can I do this using R
or any other programming language?
Have a look at the flexmix -package
ROOT has fitting facilities that make this relatively easy.
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