doubleparetolognormal.mle: Double-Pareto Lognormal MLE

In distributionsrd: Distribution Fitting and Evaluation

Description

Maximum likelihood estimation of the parameters of the Double-Pareto Lognormal distribution.

Usage

doubleparetolognormal.mle(
  x,
  lower = c(1e-10, 1e-10, 1e-10),
  upper = c(Inf, Inf, Inf),
  start = NULL
)

Arguments

x	data vector
lower, upper	Upper and lower bounds for the estimation procedure on the parameters c(shape2,shape1,sdlog), defaults to c(1e-10,1e-10,1e-10) and c(Inf,Inf,Inf) respectively.
start	named vector with starting values, default to c(shape2=2,shape1=2,sdlog=sd(log(x)))

Value

Returns a named list containing a

coefficients

Named vector of coefficients

convergence

logical indicator of convergence

n

Length of the fitted data vector

np

Nr. of coefficients

Examples

x <- rdoubleparetolognormal(1e3)

## Pareto fit with xmin set to the minium of the sample
doubleparetolognormal.mle(x = x)

distributionsrd documentation built on July 1, 2020, 10:21 p.m.