wmle {ExtDist} | R Documentation |
A general weighted maximum likelihood estimation function.
wmle(X, w, distname, initial, lower, upper, loglik.fn, score.fn, obs.info.fn)
X |
Sample observations. |
w |
Frequency (or weights) of observation. |
distname |
Name of distribution to be estimated. |
initial |
Initial value of the parameters. |
lower |
The lower bound of the parameters. |
upper |
The upper bound of the parameters. |
loglik.fn |
Function to compute (weighted) log likelihood. |
score.fn |
Function to compute (weighted) score. |
obs.info.fn |
Function to compute observed information matrix. |
Weighted Maximum Likelihood Estimation
weighted mle estimates.
Haizhen Wu and A. Jonathan R. Godfrey