Rfast2: trunccauchy.mle – R documentation

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trunccauchy.mle

MLE of some truncated distributions

MLE of some truncated distributions.

trunccauchy.mle(x, a, b, tol = 1e-07)
truncexpmle(x, b, tol = 1e-07)

`x`	A numerical vector with continuous data. For the Cauchy distribnution, they can be anywhere on the real line. For the exponential distribution they must be strictly positive.
`a`	The lower value at which the Cauchy distribution is truncated.
`b`	The upper value at which the Cauchy or the exponential distribution is truncated. For the exponential this must be greater than zero.
`tol`	The tolerance value to terminate the fitting algorithm.

Maximum likelihood of some truncated distributions is performed.

A list including:

`iters`	The number of iterations reuired by the Newton-Raphson algorithm.
`loglik`	The log-likelihood.
`lambda`	The λ parameter in the exponential distribution.
`param`	The location and scale parameters in the Cauchy distribution.

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>

David Olive (2018). Applied Robust Statistics (Chapter 4).

http://lagrange.math.siu.edu/Olive/ol-bookp.htm

x <- rnorm(500)
trunccauchy.mle(x, -1, 1)

A Collection of Efficient and Extremely Fast R Functions II

v0.0.9

GPL (>= 2.0)

Authors

Manos Papadakis, Michail Tsagris, Stefanos Fafalios and Marios Dimitriadis.

Initial release

2021-03-21