gammapois.mle: MLE of the gamma-Poisson distribution

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

MLE of the gamma-Poisson distribution

Description

MLE of the gamma-Poisson distribution.

Usage

gammapois.mle(x, tol = 1e-07) 

Arguments

x	A numerical vector with positive data and zeros.
tol	The tolerance value to terminate the Newton-Raphson algorithm.

Details

MLE of the gamma-Poisson distribution is fitted. When the rate in the Poisson follows a gamma distribution with shape = r and scale \theta, the resulting distribution is the gamm-Poisson. If the shape r is integer, the distribution is called negative binomial distribution.

Value

A list including:

iters	The iterations required by the Newton-Raphson to estimate the parameters of the distribution for the non zero data.
loglik	The full log-likelihood of the model.
param	The parameters of the model.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Johnson Norman L., Kotz Samuel and Kemp Adrienne W. (1992). Univariate Discrete Distributions (2nd ed.). Wiley.

See Also

zigamma.mle

Examples

x <- rnbinom(200, 20, 0.7)
gammapois.mle(x)

Rfast2 documentation built on Aug. 8, 2023, 1:11 a.m.