MLE of the gamma-Poisson distribution
MLE of the gamma-Poisson distribution.
gammapois.mle(x, tol = 1e-07)
x |
A numerical vector with positive data and zeros. |
tol |
The tolerance value to terminate the Newton-Raphson algorithm. |
MLE of the gamma-Poisson distribution is fitted. When the rate in the Poisson follows a gamma distribution with shape = r and scale θ, the resulting distribution is the gamm-Poisson. If the shape r is integer, the distribution is called negative binomial distribution.
A list including:
iters |
The iterations required by the Newton-Raphson to estimate the parameters of the distribution for the non zero data. |
loglik |
The full log-likelihood of the model. |
param |
The parameters of the model. |
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>
Johnson Norman L., Kotz Samuel and Kemp Adrienne W. (1992). Univariate Discrete Distributions (2nd ed.). Wiley.
x <- rnbinom(200, 20, 0.7) gammapois.mle(x)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.