mle {estimators} | R Documentation |
Maximum Likelihood Estimation
Description
Calculates the MLE under the assumption the sample observations are independent and identically distributed (iid) according to a specified family of distributions.
Usage
mle(x, distr, ...)
## S4 method for signature 'ANY,character'
mle(x, distr, ...)
Arguments
x |
numeric. A sample under estimation. |
distr |
A subclass of |
... |
extra arguments. |
Value
numeric. The estimator produced by the sample.
References
Ye, Z.-S. & Chen, N. (2017), Closed-form estimators for the gamma distribution derived from likelihood equations, The American Statistician 71(2), 177–181.
Van der Vaart, A. W. (2000), Asymptotic statistics, Vol. 3, Cambridge university press.
Tamae, H., Irie, K. & Kubokawa, T. (2020), A score-adjusted approach to closed-form estimators for the gamma and beta distributions, Japanese Journal of Statistics and Data Science 3, 543–561.
Mathal, A. & Moschopoulos, P. (1992), A form of multivariate gamma distribution, Annals of the Institute of Statistical Mathematics 44, 97–106.
Oikonomidis, I. & Trevezas, S. (2023), Moment-Type Estimators for the Dirichlet and the Multivariate Gamma Distributions, arXiv, https://arxiv.org/abs/2311.15025
See Also
Examples
# -----------------------------------------------------
# Beta Distribution Example
# -----------------------------------------------------
# Simulation
set.seed(1)
shape1 <- 1
shape2 <- 2
D <- Beta(shape1, shape2)
x <- r(D)(100)
# Likelihood - The ll Functions
llbeta(x, shape1, shape2)
ll(x, c(shape1, shape2), D)
ll(x, c(shape1, shape2), "beta")
# Point Estimation - The e Functions
ebeta(x, type = "mle")
ebeta(x, type = "me")
ebeta(x, type = "same")
mle(x, D)
me(x, D)
same(x, D)
estim(x, D, type = "mle")
# Asymptotic Variance - The v Functions
vbeta(shape1, shape2, type = "mle")
vbeta(shape1, shape2, type = "me")
vbeta(shape1, shape2, type = "same")
avar_mle(D)
avar_me(D)
avar_same(D)
avar(D, type = "mle")