GetEstimate_ML {HydroPortailStats}

Maximum-likelihood estimate of a distribution

Description

Returns an estimate of a distribution using the method of maximum likelihood.

Usage

GetEstimate_ML(
  y,
  dist,
  par0 = NULL,
  method = optim_method_def,
  lower = -Inf,
  upper = Inf
)

Arguments

y

numeric vector, data

dist

character, distribution name

par0

numeric vector, initial parameter guess. You may use GetEstimate_ROUGH().

method

character, method used to maximize likelihood, see ?optim

lower

numeric vector, lower bounds, see ?optim

upper

numeric vector, upper bounds, see ?optim

Value

A list with the following components:

par

numeric vector, estimated parameter vector.

obj

numeric, objective fonction (maximum log-likelihood)

ok

logical, did computation succeed?

err

integer, error code (0 if ok)

message

error message

Examples

y=c(9.2,9.5,11.4,9.5,9.4,9.6,10.5,11.1,10.5,10.4)
GetEstimate_ML(y,'Normal')
GetEstimate_ML(y,'LogNormal')
GetEstimate_ML(y,'Gumbel')
GetEstimate_ML(y,'Gumbel',par0=GetEstimate_ROUGH(y,'Gumbel')$par)
GetEstimate_ML(y,'GEV',par0=GetEstimate_ROUGH(y,'GEV')$par)
GetEstimate_ML(y,'Poisson')