estimate {EDFtest} | R Documentation |
MLE for univariate sample
Description
Estimate parameters of various distributions by the method of maximum likelihood.
The following families are available: Normal(location=\mu
,scale=\sigma^2
),
Gamma(shape=\alpha
,scale=\beta
), Logistic(location=\mu
,scale=s),
Laplace(location=\mu
,scale=b), Weibull(shape=\alpha
,scale=\beta
),
and Exponential(scale=\theta
).
Usage
estimate.uniform(x)
estimate.normal(x)
estimate.gamma(x, use.rate = FALSE)
estimate.logistic(x, eps = 1e-07, verbose = FALSE)
estimate.laplace(x, use.sd = FALSE)
estimate.weibull(x, eps = 1e-07)
estimate.exp(x, use.rate = FALSE)
Arguments
x |
A random sample. |
use.rate |
Logical; if TRUE use the rate instead of the scale. |
eps |
Stopping criterion, 1e-7 by default. |
verbose |
Logical; if TRUE, print estimates in each iteration. |
use.sd |
Logical; if TRUE use the sd instead of the scale for Laplace distribution. |
Value
Estimated parameters of the assumed distribution by MLE.
Examples
x0=runif(n=100,min=-1,max=1)
estimate.uniform(x0)
x1=rnorm(n=100,mean=0,sd=1)
estimate.normal(x1)
x2=rgamma(n=100,shape=1,scale=1)
estimate.gamma(x2)
x3=rlogis(n=100,location=0,scale=1)
estimate.logistic(x3)
x4= rmutil::rlaplace(n=100,m=0,s=1)
estimate.laplace(x4)
x5=rweibull(n=100,shape=1,scale=1)
estimate.weibull(x5)
x6=rexp(n=100,rate=1/2)
estimate.exp(x6,use.rate=TRUE)
[Package EDFtest version 0.1.0 Index]