## some transformation
mtrafo <- function(x){
nms0 <- c("scale","shape")
nms <- c("shape","rate")
fval0 <- c(x[2], 1/x[1])
names(fval0) <- nms
mat0 <- matrix( c(0, -1/x[1]^2, 1, 0), nrow = 2, ncol = 2,
dimnames = list(nms,nms0))
list(fval = fval0, mat = mat0)}
x <- rgamma(50, scale = 0.5, shape = 3)
## parametric family of probability measures
G <- GammaFamily(scale = 1, shape = 2, trafo = mtrafo)
## MLE
res <- MLEstimator(x = x, ParamFamily = G)
ci <- confint(res)
print(ci, digits = 4, show.details="maximal")
print(ci, digits = 4, show.details="medium")
print(ci, digits = 4, show.details="minimal")
Run the code above in your browser using DataLab