MLEgeomBCD | R Documentation |
Estimates the parameters of a bivariate geometric distribution via Conditional Specification using maximum likelihood.
MLEgeomBCD(data, initial_values = c(0.5, 0.5, 0.5))
data |
data frame or matrix with two columns, representing paired observations of count variables |
initial_values |
numeric vector of length 3 with initial values for the parameters |
The model estimates parameters from a joint distribution for (X, Y)
with the form:
P(X = x, Y = y) = K(q_1, q_2, q_3) q_1^x q_2^y q_3^{xy},
where K(q_1, q_2, q_3)
is the normalizing constant.
A list containing:
q1
estimated q1.
q2
estimated q2.
q3
estimated q3.
logLik
Maximum log-likelihood achieved.
AIC
Akaike Information Criterion.
BIC
Bayesian Information Criterion.
convergence
Convergence status from the optimizer (0 means successful).
Ghosh, I., Marques, F., & Chakraborty, S. (2023) A bivariate geometric distribution via conditional specification: properties and applications, Communications in Statistics - Simulation and Computation, 52:12, 5925–5945, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/03610918.2021.2004419")}
dgeomBCD
pgeomBCD
rgeomBCD
# Simulate data
samples <- rgeomBCD(n = 50, q1 = 0.2, q2 = 0.2, q3 = 0.5)
result <-MLEgeomBCD(samples)
print(result)
# For better estimation accuracy and stability, consider increasing the sample size (n = 1000)
data(abortflights)
MLEgeomBCD(abortflights)
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