mleAND: Maximum likelihood estimation (MLE) for the quantile-based...

Description Usage Arguments Value References Examples

View source: R/AND.R

Description

The log-likelihood function \ell_n(μ,φ,α)=\ln[L_n(μ,φ,α)] and parameter estimation of θ=(μ,φ,α) in the asymmetric normal distribution by using the maximum likelihood estimation are discussed in Gijbels et al. (2019a).

Usage

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mleAND(y, alpha = NULL)

Arguments

y

This is a vector of quantiles.

alpha

This is the index parameter α.

Value

The maximum likelihood estimate of parameter θ=(μ,φ,α) of the quantile-based asymmetric normal distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.

Examples

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# Maximum likelihood estimation
y=rnorm(100)
mleAND(y)
mleAND(y,alpha=0.5)

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.

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