GlogM_LTMLE: MLE of the Left-truncated log-Moyal distribution

In ckatom/ltmps: MPS estimation for left-truncated heavy-tailed data

Description

Apply MLE to the left-truncated log-Moyal distribution.

Usage

GlogM_LTMLE(data, init_value, u)

Arguments

data	Empirical data that is left-truncated.
init_value	The initial value of left-truncated log-Moyal distributions parameters mean and sigma
u	The left truncated point.

Value

A list contains the estimation result of parameters mean and sigma, standard error, and covariance matrix of estimated parameters.

Examples

rand = rgpd(10000,-0.2,5,2)
rand0 = rand[rand>5]
fit =GlogM_LTMLE(data = rand, init_value = c(5,2),u=5)
fit$par.ests

ckatom/ltmps documentation built on Jan. 8, 2022, 1:38 p.m.