Description Usage Arguments Value Examples
This function computes a Maximum Likelihood Estimate by using optim() to optimize the joint log-likelihood.
1 |
data |
A matrix of data. If univariate, data should have 1 column. If multivariate, data should have one column for each dimension. |
dist |
A distribution object (essentially a list with functions defining the distribution, but see the distribution class defined in this package). See getNormalDistribution and the functions it loads for examples of how to define this distribution object and the corresponding functions. |
initial |
Initial estimate for the parameters. This should be a list of parameters such that it could be passed to the paramList2Vec function in the distribution object. |
returnOptim |
Logical. If FALSE (default) the function returns the numeric estimates of the parameters, converted back into a list object. If TRUE, the function returns a list with the results of the call to optim (named "optim" in the output) as well as the parameters (named "solution") |
See the returnOptim argument description.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | ## Not run:
data = rnorm(100)
uniNorm = list(dev = devUN, grad = gradDevUN,
paramList2Vec = paramList2VecUN,
paramVec2List = paramVec2ListUN)
initial = list(mu = 0, sigma = 1)
naiveMLE(data, dist = uniNorm, initial)
naiveMLE(data, dist = uniNorm, initial, returnOptim = TRUE)
mean(data)
sd(data)
ust = list(dev = devUST, grad = gradDevUST,
paramList2Vec = paramList2VecUST,
paramVec2List = paramVec2ListUST)
initial = list(xi = 0, omega = 1, alpha = 0, nu = 100)
naiveMLE(data, dist = ust, initial)
data = matrix(rnorm(200), nrow = 100)
mst = list(dev = devMST, grad = gradDevMST,
paramList2Vec = paramList2VecMST,
paramVec2List = paramVec2ListMST)
initial = list(beta = c(0, 0), Omega = diag(c(1, 1)),
alpha = c(0, 0), nu = 100)
naiveMLE(data, dist = mst, initial)
naiveMLE(data, dist = mst, initial, returnOptim = TRUE)
data = rpois(30, lambda = 4.7)
data = c(data, 100)
dist = list(dev = devPsn, grad = gradDevPsn,
paramList2Vec = paramList2VecPsn,
paramVec2List = paramVec2ListPsn)
initial = list(lambda = 1)
naiveMLE(data, dist = dist, initial)
mean(data)
## End(Not run)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.