Uses Newton-Raphson to estimate the parameters of the Gompertz distribution.
mlgompertz(x, na.rm = FALSE, ...)
mlgompertz
returns an object of class
univariateML
.
This is a named numeric vector with maximum likelihood estimates for
a
and b
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?
reltol
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 some data sets the maximum likelihood estimator of b
fails to exist
since the root of the profile maximum likelihood equation is non-positive.
The value 1e-06
is returned in this case, along with a warning.
For the density function of the Gompertz distribution see Gompertz.
Lenart, A. (2012). The Gompertz distribution and Maximum Likelihood Estimation of its parameters - a revision. MPIDR WORKING PAPER WP 2012-008. https://www.demogr.mpg.de/papers/working/wp-2012-008.pdf
Gompertz for the Gompertz density.