weibull_LTMLE: MLE of the left-truncated Weibull distribution

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

Description

Apply MLE to left-truncated the Weibull distribution.

Usage

weibull_LTMLE(data, init_value, u)

Arguments

data	Empirical data that is left-truncated.
init_value	The initial value of left-truncated Weibull distributions parameters shape and scale.
u	The left truncated point.

Value

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

Examples

data0 = rweibull(3000,0.5,2)
data = data0[data0>5]
fit = weibull_LTMLE(data = data,init_value = c(0.5,2),u=5)
fit$par.ests

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