raw_est_eigp {GEC}

The Optimization Function for EIGP Maximum Likelihood Estimation.

Description

This function serves as the optimization function for EIGP at different locations of density change points.

Usage

raw_est_eigp(data, init = c(1, 1), lower_bound = c(0.01, 0.01))

Arguments

data

Observations.

init

The vector of initial values of the model parameters. The default is c(1,1).

lower_bound

The vector of the lower bound for the parameters. The default is c(0.01,0.01).

Details

raw_est_eigp

Value

The matrix with estimates of theta and eta for n-1 different locations of density change points (1st column for theta, 2nd column for eta).

Examples

raw_est_eigp(seq(1:100))