Description Usage Arguments Value Author(s) See Also Examples
Summary the maximum-likelihood estimation including standard errors and t-values.
1 2 3 4 |
object |
object of class |
... |
currently not used. |
summary.MLE
returns an
object of class 'summary.MLE'
with the following components:
parameters |
names of parameters used in the estimation procedure. |
type |
type of maximisation. |
iterations |
number of iterations. |
code |
code of success. |
message |
a short message describing the code. |
loglik |
the loglik value in the maximum. |
estimate |
numeric matrix, the first column contains the parameter estimates, the second the standard errors, third t-values and fourth corresponding probabilities. |
fixed |
logical vector, which parameters are treated as constants. |
NActivePar |
number of free parameters. |
constraints |
information about the constrained optimization.
Passed directly further from |
summary.mult.MLE
returns a list of class 'summary.mult.MLE'
with components of class 'summary.MLE'
.
Carter Davis, carterdavis@byu.edu
the maxLik
CRAN package
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | ### Showing how to fit a simple vector of data to the inverse
### hyperbolic sine distribution.
require(graphics)
require(stats)
set.seed(123456)
x = rnorm(100)
X.f = X ~ x
start = list(mu = 0, sigma = 2, lambda = 0, k = 1)
result = ihs.mle(X.f = X.f, start = start)
sumResult = summary(result)
print(result)
coef(result)
print(sumResult)
### Comparing the fit
xvals = seq(-5, 5, by = 0.05)
coefs = coef(result)
mu = coefs[1]
sigma = coefs[2]
lambda = coefs[3]
k = coefs[4]
plot(xvals, dnorm(xvals), type = "l", col = "blue")
lines(xvals, dihs(xvals, mu = mu, sigma = sigma,
lambda = lambda, k = k), col = "red")
|
Loading required package: maxLik
Loading required package: miscTools
Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.
If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
Warning messages:
1: In log(k) : NaNs produced
2: In log(k) : NaNs produced
Maximum Likelihood estimation
BFGS maximization, 73 iterations
Return code 0: successful convergence
Log-Likelihood: -140.6543 (4 free parameter(s))
Estimate(s): 0.01679615 0.9893086 -0.7061181 14.32567
[1] 0.01679615 0.98930857 -0.70611810 14.32567428
--------------------------------------------
Maximum Likelihood estimation
BFGS maximization, 73 iterations
Return code 0: successful convergence
Log-Likelihood: -140.6543
4 free parameters
Estimates:
Parameters Estimate Std. error t value Pr(> t)
1 mu 0.0168 0.09897 0.1697 8.652e-01
2 sigma 0.9893 0.07119 13.8977 6.541e-44
3 lambda -0.7061 3.00496 -0.2350 8.142e-01
4 k 14.3257 4.19566 3.4144 6.392e-04
--------------------------------------------
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