fit.binomialBeta {QRMlib} | R Documentation |
fit a beta-binomial distribution by maximum likelihood
fit.binomialBeta(M, m, startvals=c(2, 2), ses=FALSE)
M |
vector of numbers of successes (defaults) |
m |
vector of numbers of trials (obligors). M and m vectors will have equal length which represents the number of different credit classifications/ratings |
startvals |
starting values for parameter estimates |
ses |
whether standard errors should be calculated |
list containing parameter estimates and details of fit
documentation by Scott Ulman for R-language distribution
fit.binomial
,
fit.binomialLogitnorm
,
fit.binomialProbitnorm
data(spdata.raw); spdata.raw; #attach data so we don't have to qualify the data column names: attach(spdata.raw); BdefaultRate <- Bdefaults/Bobligors; mod1 <- fit.binomialBeta(Bdefaults, Bobligors);