View source: R/distrib-pareto2-estimators.R
pareto2_estimate_mle | R Documentation |
Finds the maximum likelihood estimator of the Pareto Type-II distribution's
shape parameter k
and, if not given explicitly,
scale parameter s
.
pareto2_estimate_mle(
x,
s = NA_real_,
smin = 1e-04,
smax = 20,
tol = .Machine$double.eps^0.25
)
x |
a non-negative numeric vector |
s |
a-priori known scale parameter, |
smin |
lower bound for the scale parameter |
smax |
upper bound for the scale parameter |
tol |
the desired accuracy (convergence tolerance) |
Note that if s
is not given, then
the maximum of the likelihood function might not exist
for some input vectors. This estimator may have a large mean squared error.
Consider using pareto2_estimate_mmse
.
For known s
, the estimator is unbiased.
Returns a numeric vector with the following named components:
k
- estimated parameter of shape
s
- estimated (or known, see the s
argument) parameter of scale
or c(NA, NA)
if the maximum of the likelihood function
could not be found.
Other Pareto2:
pareto2_estimate_mmse()
,
pareto2_test_ad()
,
pareto2_test_f()
,
rpareto2()
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