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Surrogate (version 3.3.3)

estimate_marginal: Estimate marginal distribution using ML

Description

estimate_marginal() estimates the marginal distribution specified by marginal_Y using maximum likelihood. The optimizer is Newton-Raphson.

Usage

estimate_marginal(Y, marginal_Y, starting_values)

Value

Estimated parameters

Arguments

Y

Observations (continuous)

marginal_Y

List with the following five elements (in order):

  • Density function with first argument x and second argument para the parameter vector for this distribution.

  • Distribution function with first argument x and second argument para.

  • Inverse distribution function with first argument p and second argument para.

  • The number of elements in para.

  • Starting values for para.

starting_values

Starting values for marginal_Y