library(mbbefd) data(beaonre) x <- beaonre$ClaimCost/beaonre$SumInsured # #Nelder Mead # mledist(x[x!=1], "gbeta", start=list(shape0=3.373523e-03, # shape1=2.913619e+02, shape2=7.198632e+00), control=list(trace=1,REPORT=1)) # #L-BFGS-B # mledist(x[x!=1], "gbeta", lower=0, start=list(shape0=3.373523e-03, # shape1=2.913619e+02, shape2=7.198632e+00), control=list(trace=1, REPORT=1, fnscale=1e-6)) # # fitDR(x, "oigbeta", method="mle", control=list(trace=1, REPORT=1)) # fitDR(x, "MBBEFD", method="mle", control=list(trace=1, REPORT=1)) dlist <- c("oistpareto", "oibeta", "oigbeta", "mbbefd", "MBBEFD") dlist <- c("oistpareto", "oibeta", "mbbefd", "MBBEFD") flist <- lapply(dlist, function(d) {print(d); fitDR(x, d, method="mle")}) names(flist) <- dlist cdfcomp(flist, do.points=FALSE, leg=dlist) ppcomp(flist, leg=dlist, fitpch=".", addlegend = FALSE) legend("bottomright", fill=c("red", "green", "blue", "cyan"), leg=dlist) qqcomp(flist, leg=dlist, use.ppoints=TRUE)