R/inference.R

In petershan1119/paretopractice: Set of R Functions for any Usage

#' Method of Moments Estimator for gamma dist.
#'
#' mom_gamma function will calculate mom estimate for the shape parameter "k" and the scale parameter "theta" by using given sample.
#'
#' @param sample_g the given sample to calculate the estimate of the parameters.
#' @return A 2 by 1 vector containing estimate of parameters k and theta: c(k, theta)
#' @examples
#'  my_sample <- rgamma(50, shape=2, scale=3)
#'  mom_gamma(my_sample)
#' @export
mom_gamma <- function(sample_g) {
  x_bar <- mean(sample_g)
  x2_bar <- mean(sample_g^2)

  mom_theta <- (x2_bar - x_bar^2) / x_bar
  mom_k <- x_bar / mom_theta

  list(k_hat = mom_k, theta_hat = mom_theta)
}