burr_LTMPS: MPS estimation of the left-truncated Burr distribution

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

Description

Apply MPS estimation to the left-truncated Burr distribution.

Usage

burr_LTMPS(data, init_value, u)

Arguments

data	Empirical data that is left-truncated.
init_value	The initial value of left-truncated Burr distributions parameter alpha, gamma and theta.
u	The left truncated point.

Value

A list contains the estimation result of parameters alpha, gamma and theta, standard error, and covariance matrix of estimated parameters.

Examples

data0 = rburr(3000,1,4,0.2)
data = data0[data0>5]
fit = burr_LTMPS(data = data,init_value = c(1,4,0.2),u=5)
fit$par.ests

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