GetEstimate_ML: Maximum-likelihood estimate of a distribution

In HydroPortailStats: 'HydroPortail' Statistical Functions

Maximum-likelihood estimate of a distribution

Description

Returns an estimate of a distribution using the method of maximum likelihood.

Usage

GetEstimate_ML(
  y,
  dist,
  par0 = NULL,
  method = optim_method_def,
  lower = -Inf,
  upper = Inf
)

Arguments

y	numeric vector, data
dist	character, distribution name
par0	numeric vector, initial parameter guess. You may use GetEstimate_ROUGH().
method	character, method used to maximize likelihood, see ?optim
lower	numeric vector, lower bounds, see ?optim
upper	numeric vector, upper bounds, see ?optim

Value

A list with the following components:

par	numeric vector, estimated parameter vector.
obj	numeric, objective fonction (maximum log-likelihood)
ok	logical, did computation succeed?
err	integer, error code (0 if ok)
message	error message

Examples

y=c(9.2,9.5,11.4,9.5,9.4,9.6,10.5,11.1,10.5,10.4)
GetEstimate_ML(y,'Normal')
GetEstimate_ML(y,'LogNormal')
GetEstimate_ML(y,'Gumbel')
GetEstimate_ML(y,'Gumbel',par0=GetEstimate_ROUGH(y,'Gumbel')$par)
GetEstimate_ML(y,'GEV',par0=GetEstimate_ROUGH(y,'GEV')$par)
GetEstimate_ML(y,'Poisson')

HydroPortailStats documentation built on Sept. 12, 2024, 9:36 a.m.