gammaFit: Maximum likelihood and method of moments estimates for iid...

In bdsegal/gammaDist: Distribution functions and MLE for gamma random variables

Description

This function computes maximum likelihood and method of moments estimates for iid observations of gamma random variables. Maximum likelihood estimatation is via a Newton-Raphson routine.

Usage

gammaFit(z, maxIter = 1000, tol = 1e-04)

Arguments

z	data
maxIter	maximum number of iterations (maxIter = 1000 by default)
tol	tolerance for convergence (|logLik_k - logLik_k-1| < tol)

Examples

nx <- 60
ny <- 60
alpha <- 1
lambda <- 4
x <- rgamma(n = nx, shape = alpha, rate = lambda)
y <- rgamma(n = ny, shape = alpha, rate = lambda)
fit <- gammaFit(z = c(x,y))
fit$MLE
fit$MoM

bdsegal/gammaDist documentation built on July 22, 2019, 1:26 p.m.