gammafit: Estimation of parameters of the Gamma distribution

In BivarP: Estimating the Parameters of Some Bivariate Distributions

Description

Likelihood estimation of parameters of the Gamma distribution. Data can be right censored.

Usage

gammafit(time, event)

Arguments

time	numeric vector. For right censored data, this is the follow up time.
event	status indicator vector, 0=alive, 1=dead.

Value

A list with the following components:

par	best estimate of parameter vector c(shape, scale)
value	value of the likelihood at termination.
feval	number of times the likelihood was evaluated.
restarts	number of times the algorithm had to be restarted when it stagnated.
convergence	an integer code indicating type of convergence. 0 indicates successful convergence. Positive integer codes indicate failure to converge.
message	a text message indicating the type of convergence or failure.

Author(s)

Josef Brejcha

Examples

n <- 30
t <- rgamma(n, shape=2, scale=100)
ev <- round(runif(n), 0)
gammafit(t, ev)

Example output

Loading required package: dfoptim
Loading required package: survival
Loading required package: copula
$par
[1]  2.955982 80.985866

$value
[1] 121.8305

$feval
[1] 68

$restarts
[1] 0

$convergence
[1] 0

$message
[1] "Successful convergence"

BivarP documentation built on May 2, 2019, 6:08 a.m.