mleig {ig} | R Documentation |
The function mleig
gives the maximum likelihood estimate (MLE) of the
parameters mu and lambda of the IGD (classical case) from a sample of observations
based on this distribution.
mleig(x)
x |
Vector of observations. |
The MLEs of the parameters mu and lambda of the classical IG distribution are obtained using the analytical expressions of these estimators.
mleig()
computes MLEs for the parameters of the classical IGD
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. |
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 normal kernel x <- rigt(300, mu = 1.0, lambda = 1.0, kernel = "normal") ## Computes the likelihood for a sample x from the IGTD with normal kernel mleig(x)