Description Usage Arguments Details Value See Also
View source: R/distrib-dpareto2-estimators.R
Finds the maximum likelihood estimator of the Discretized Pareto Type-II distribution's shape parameter k and scale parameter s.
1 2 | dpareto2_estimate_mle(x, k0 = 1, s0 = 1, kmin = 1e-04,
smin = 1e-04, kmax = 100, smax = 100)
|
x |
a non-negative numeric vector |
k0, s0 |
initial points for the L-BFGS-B method |
kmin, kmax |
lower and upper bound for the shape parameter |
smin, smax |
lower and upper bound for the scale parameter |
Note that the maximum of the likelihood function might not exist for some input vectors. This estimator may have a large mean squared error.
Returns a numeric vector with the following named components:
k
- estimated parameter of shape
s
- estimated parameter of scale
or c(NA, NA)
if the maximum of the likelihood function
could not be found.
Other DiscretizedPareto2: rdpareto2
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