mllomax {univariateML} | R Documentation |
Lomax distribution maximum likelihood estimation
Description
Uses Newton-Raphson to estimate the parameters of the Lomax distribution.
Usage
mllomax(x, na.rm = FALSE, ...)
Arguments
x |
a (non-empty) numeric vector of data values. |
na.rm |
logical. Should missing values be removed? |
... |
|
Details
For the density function of the Lomax distribution see
Lomax. The maximum likelihood estimate will frequently
fail to exist. This is due to the parameterization of the function which
does not take into account that the density converges to an exponential
along certain values of the parameters, see
vignette("Distribution Details", package = "univariateML")
.
Value
mllomax
returns an object of class univariateML
.
This is a named numeric vector with maximum likelihood estimates for
lambda
and kappa
and the following attributes:
model |
The name of the model. |
density |
The density associated with the estimates. |
logLik |
The loglikelihood at the maximum. |
support |
The support of the density. |
n |
The number of observations. |
call |
The call as captured my |
References
Kleiber, Christian; Kotz, Samuel (2003), Statistical Size Distributions in Economics and Actuarial Sciences, Wiley Series in Probability and Statistics, 470, John Wiley & Sons, p. 60
See Also
Lomax for the Lomax density.
Examples
set.seed(3)
mllomax(extraDistr::rlomax(100, 2, 4))