mleigt {ig} | R Documentation |
The function mleigt
gives the maximum likelihood estimates (MLE) of the
parameters mu and lambda of the IGTD generated from the kernels: Laplace, logistic and
normal (classical case) based on a sample of observations based on this distribution.
mleigt(x, kernel = "normal")
x |
Vector of observations. |
kernel |
Kernel of the pdf of the associated symmetrical distribution
by means of which the IGTD is obtained. The kernels:
"laplace" , "logistic" and "normal" are
available. |
The MLEs of the parameters mu and lambda of the classical IG distribution
are obtained using the analytical expressions of these estimators. In the case
of the IGTD generated from the kernels: Laplace, logistic and normal, the
MLEs of the parameters mu and lambda must be obtained using numerical procedure
already implmented in R
.
mleigt()
computes MLEs for the parameters of the IGTD
generated from the kernels: Laplace, logistic and normal giving results
according to the following list:
muEstimate |
Returns the value of the MLE of mu. |
lambdaEstimate |
Returns the value of the MLE of lambda. |
loglikelihood |
Returns the value of the IGTD loglikelihood. |
Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.
Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).
## Generates a sample from the IGTD with t kernel x <- rigt(300, mu = 1.0, lambda = 1.0, nu = 5, kernel = "normal") ## Computes the likelihood for a sample x from the IGTD with normal kernel mleigt(x)