multinom.mle: MLE for multivariate discrete data

In Rfast: A Collection of Efficient and Extremely Fast R Functions

MLE for multivariate discrete data

Description

MLE for multivariate discrete data.

Usage

multinom.mle(x)
dirimultinom.mle(x, tol = 1e-07) 
colpoisson.mle(x)
colgeom.mle(x, type = 1)

Arguments

x	A matrix with discrete valued non negative data.
tol	the tolerance level to terminate the Newton-Raphson algorithm for the Dirichlet multinomial distribution.
type	This is for the geometric distribution only. Type 1 refers to the case where the minimum is zero and type 2 for the case of the minimum being 1.

Details

For the Poisson and geometric distributions we simply fit independent Poisson and geometric distributions respectively.

Value

A list including:

loglik	A vector with the value of the maximised log-likelihood.
param	A vector of the parameters.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[e-mail]>.

References

Johnson Norman L., Kotz Samuel and Balakrishnan (1997). Discrete Multivariate Distributions. Wiley

Minka Thomas (2012). Estimating a Dirichlet distribution. Technical report.

See Also

poisson.mle, zip.mle, ztp.mle, negbin.mle, poisson.nb

Examples

x <- t( rmultinom(1000, 20, c(0.4, 0.5, 0.1) ) )
res<-multinom.mle(x)
res<-colpoisson.mle(x)
x <- NULL

Rfast documentation built on Nov. 9, 2023, 5:06 p.m.