dpareto2_estimate_mle: Parameter Estimation in the Discretized Pareto-Type II...

In Rexamine/agop: Aggregation Operators and Preordered Sets

Parameter Estimation in the Discretized Pareto-Type II Distribution Family (MLE)

Description

Finds the maximum likelihood estimator of the Discretized Pareto Type-II distribution's shape parameter k and scale parameter s.

Usage

dpareto2_estimate_mle(
  x,
  k0 = 1,
  s0 = 1,
  kmin = 1e-04,
  smin = 1e-04,
  kmax = 100,
  smax = 100
)

Arguments

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

Details

Note that the maximum of the likelihood function might not exist for some input vectors. This estimator may have a large mean squared error.

Value

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.

See Also

Other DiscretizedPareto2: rdpareto2()

Rexamine/agop documentation built on Dec. 11, 2023, 10:02 p.m.