MLE of the left censored Poisson distribution
MLE of the left censored Poisson distribution.
censpois.mle(x, tol = 1e-07)
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. |
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.
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 λ parameter. |
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>.
x1 <- rpois(10000,15) x <- x1 x[x<=10] = 10 mean(x) censpois.mle(x)$lambda
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