View source: R/distrib-dpareto2-estimators.R
dpareto2_estimate_mle | R Documentation |
Finds the maximum likelihood estimator of the Discretized Pareto Type-II distribution's
shape parameter k
and scale parameter s
.
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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