mgcv (version 0.8-9)

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.

mu

Estimated mean vector.

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.

See Also

neg.binom gam, gam.nbut