Uses Newton-Raphson to estimate the parameters of the Gamma distribution.
mlgamma(x, na.rm = FALSE, ...)
mlgamma
returns an object of class
univariateML
.
This is a named numeric vector with maximum likelihood estimates for
shape
and rate
and the following attributes:
model
The name of the model.
density
The density associated with the estimates.
logLik
The loglikelihood at the maximum.
support
The support of the density.
n
The number of observations.
call
The call as captured my match.call
a (non-empty) numeric vector of data values.
logical. Should missing values be removed?
rel.tol
is the relative accuracy requested, defaults
to .Machine$double.eps^0.25
. iterlim
is a positive integer
specifying the maximum number of iterations to be performed before the
program is terminated (defaults to 100
).
For the density function of the Gamma distribution see GammaDist.
Choi, S. C, and R. Wette. "Maximum likelihood estimation of the parameters of the gamma distribution and their bias." Technometrics 11.4 (1969): 683-690.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 1, Chapter 17. Wiley, New York.
GammaDist for the Gamma density.