theta.maxl: Estimate theta of the Negative Binomial by Maximum Likelihood
Description
Given the estimated mean vector, estimate theta
of the Negative Binomial
Distribution. Based on theta.ml
in library(MASS)
, but modified to avoid theta
overflow problems.Usage
theta.maxl(y, mu, n, limit=20, eps=.Machine$double.eps^0.25, trace=FALSE)
Arguments
y
Vector of observed values from the Negative Binomial.
n
Residual degrees of freedom (assuming theta
known).
limit
Limit on the number of iterations.
eps
Tolerance to determine convergence.
trace
logical: should iteration progress be printed?
Value
- The required estimate of
theta
, as a scalar.