MLlaio2004 {nsRFA}

Maximum likelihood parameters estimation

Description

Maximum Likelihood estimation of parameters for extreme-value distributions, from Laio (2004).

Usage

 ML_estimation (x, dist="NORM")
 moment_estimation (x, dist="NORM")

Arguments

x

data sample

dist

distribution: normal "NORM", Gumbel "GUMBEL", Generalized Extreme Value "GEV", Pearson type III "P3" and, only for sample_generator, Exponential "EXP"

Value

ML_estimation estimate the parameters of the distribution dist from a sample x using the maximum likelihood approach.

moment_estimation estimate the parameters of the distribution dist from a sample x using the moment method.

Note

For information on the package and the Author, and for all the references, see nsRFA.

See Also

GOFlaio2004.

Examples

# sample from an EV1 distribution
sm <- rand.gumb(100, 0, 1)
moment_estimation (sm, dist="GEV")
ML_estimation (sm, dist="GEV")

F.GEV(sm, -0.051, 0.97, -0.024)
rand.GEV (100, -0.051, 0.97, -0.024)
moment_estimation (sm, dist="P3")
ML_estimation (sm, dist="P3")