MLE of the left censored Poisson distribution {Rfast2}

MLE of the left censored Poisson distribution

Description

MLE of the left censored Poisson distribution.

Usage

censpois.mle(x, tol = 1e-07)

Arguments

x

A vector with positive valued data (zeros are not allowed).

tol

The tolerance level up to which the maximisation stops; set to 1e-07 by default.

Details

Instead of maximising the log-likelihood via a numerical optimiser we have used a Newton-Raphson algorithm which is faster. The lowest value in x is taken as the censored point. Values below are censored.

Value

A list including:

iters

The number of iterations required for the Newton-Raphson to converge.

loglik

The value of the maximised log-likelihood.

lambda

The estimated \lambda parameter.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

See Also

km, censweibull.mle

Examples

x1 <- rpois(10000,15)
x <- x1
x[x<=10] = 10
mean(x)
censpois.mle(x)$lambda