mle_gamma: MLE for the Gamma distribution

In mi2-warsaw/extremeMetrics: Extreme and incredibly crazy set of metrics

Description

Estimate the parameters (alpha and beta) of the Gamma distribution using maximum likelihood.

Estimate the parameters (alpha and beta) of the Gamma distribution using maximum likelihood.

Usage

mle_gamma(data, start = c(1, 1), vcov = FALSE)

mle_gamma(data, start = c(1, 1), vcov = FALSE)

Arguments

data	the data vector assumed to be generated from the Gamma distribution
start	the initial values for the parameters of the Gamma distribution (passed to optim())
vcov	whether to return an approximate variance-covariance matrix of the parameter vector
data	the data vector assumed to be generated from the Gamma distribution
start	the initial values for the parameters of the Gamma distribution (passed to optim())
vcov	whether to return an approximate variance-covariance matrix of the parameter vector

Value

A list with elements estimate (parameter estimates for alpha and beta) and, if vcov = TRUE, vcov (the variance-covariance matrix of the parameter vector).

A list with elements estimate (parameter estimates for alpha and beta) and, if vcov = TRUE, vcov (the variance-covariance matrix of the parameter vector).

mi2-warsaw/extremeMetrics documentation built on May 22, 2019, 8:58 p.m.