how to estimate parameters in a mixture of two different distributions using R or any other programming language?

Question

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?

Answer 1

ROOT has fitting facilities that make this relatively easy.

Answer 2

Have a look at the flexmix-package