Description Usage Arguments Details Value References See Also Examples
Find the MLE for a sample from the Pearson VII distribution with shape parameter 3/2.
1 2 |
y |
a vector of observations. |
mu0 |
an initial value for μ. |
sigma0 |
an initial value for σ. |
tol |
the convergence tolerance. |
This function uses a Newton-Raphson algorithm to find the MLE. The starting values for μ and σ are the sample median and √3 times the sample MAD, respectively. See the reference for details.
pearson7.fit
returns an object of class “pearson7
”, which is a list containing the following components.
theta.hat |
the estimates of μ and σ. |
hessian |
the Hessian matrix evaluated at |
iterations |
the number of iterations required to attain convergence. |
value |
the value of the log likelihood at |
Hughes, J., Shastry, S., Hancock, W. O., and Fricks, J. (2013) Estimating velocity for processive motor proteins with random detachment. Journal of Agricultural, Biological, and Environmental Statistics, in press.
1 2 3 4 | y = rpearson7(100, 100, 10)
fit = pearson7.fit(y)
fit
summary(fit)
|
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