wmle

A general weighted maximum likelihood estimation function.

A consistent, unified and extensible
framework for estimation of parameters for probability distributions, including
parameter estimation procedures that allow for weighted samples; the current set of distributions included are: the standard beta, The four-parameter beta, Burr, gamma, Gumbel, Johnson SB and SU, Laplace, logistic, normal, symmetric truncated normal, truncated normal, symmetric-reflected truncated beta, standard symmetric-reflected truncated beta, triangular, uniform, and Weibull distributions; decision criteria and selections based on these decision criteria.

Oleksii Nikolaienko

ExtDist

Extending the Range of Functions for Probability Distributions

wmle function

<dl><dt>X</dt>
<dd>Sample observations.</dd>
<dt>w</dt>
<dd>Frequency (or weights) of observation.</dd>
<dt>distname</dt>
<dd>Name of distribution to be estimated.</dd>
<dt>initial</dt>
<dd>Initial value of the parameters.</dd>
<dt>lower</dt>
<dd>The lower bound of the parameters.</dd>
<dt>upper</dt>
<dd>The upper bound of the parameters.</dd>
<dt>loglik.fn</dt>
<dd>Function to compute (weighted) log likelihood.</dd>
<dt>score.fn</dt>
<dd>Function to compute (weighted) score.</dd>
<dt>obs.info.fn</dt>
<dd>Function to compute observed information matrix.</dd></dl>

Arguments

Haizhen Wu and A. Jonathan R. Godfrey

Author

Weighted Maximum Likelihood Estimation. — wmle

<dl>

<dt>X</dt>
<dd>Sample observations.</dd>


<dt>w</dt>
<dd>Frequency (or weights) of observation.</dd>


<dt>distname</dt>
<dd>Name of distribution to be estimated.</dd>


<dt>initial</dt>
<dd>Initial value of the parameters.</dd>


<dt>lower</dt>
<dd>The lower bound of the parameters.</dd>


<dt>upper</dt>
<dd>The upper bound of the parameters.</dd>


<dt>loglik.fn</dt>
<dd>Function to compute (weighted) log likelihood.</dd>


<dt>score.fn</dt>
<dd>Function to compute (weighted) score.</dd>


<dt>obs.info.fn</dt>
<dd>Function to compute observed information matrix.</dd>

</dl>

wmle: Weighted Maximum Likelihood Estimation.

Description

Usage

Value

Arguments

Author

Details