Parameter Estimation in the Discretized Pareto-Type II Distribution Family (MLE)
Finds the maximum likelihood estimator of the Discretized Pareto Type-II distribution's shape parameter k and scale parameter s.
dpareto2_estimate_mle(x, k0 = 1, s0 = 1, kmin = 1e-04, smin = 1e-04, kmax = 100, smax = 100)
x |
a non-negative numeric vector |
k0, s0 |
initial points for the L-BFGS-B method |
kmin, kmax |
lower and upper bound for the shape parameter |
smin, smax |
lower and upper bound for the scale parameter |
Note that the maximum of the likelihood function might not exist for some input vectors. This estimator may have a large mean squared error.
Returns a numeric vector with the following named components:
k - estimated parameter of shape
s - estimated parameter of scale
or c(NA, NA) if the maximum of the likelihood function
could not be found.
Other DiscretizedPareto2: rdpareto2
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.