MLE_LambertW {LambertW}R Documentation

Maximum Likelihood

Description

MLE of Lambert W RV for Gaussian and student-t input.

Usage

MLE_LambertW(y, distname = c("normal"), theta.0 = IGMM(y)$theta, ...)

Arguments

y data
distname input distribution
theta.0 initial value. By default the GMM estimate.
... ~~Describe ... here~~

Value

an object of class LWest

theta.0 initial value
theta ML estimate
hessian Hessian at the optimum. Numerical
call function call
message message from the optimization method. what kind of convergence
distname input distribution
data data
method estimation method. Here "Maximum Likelihood"

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

Examples

x=rLambertW(200, theta=c(0.1, 0, 1))
fit=MLE_LambertW(x)
fit

[Package LambertW version 0.1.0 Index]