mlgompertz {univariateML} | R Documentation |
Gompertz distribution maximum likelihood estimation
Description
Uses Newton-Raphson to estimate the parameters of the Gompertz distribution.
Usage
mlgompertz(x, na.rm = FALSE, ...)
Arguments
x |
a (non-empty) numeric vector of data values. |
na.rm |
logical. Should missing values be removed? |
... |
|
Details
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.
Value
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 |
References
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
See Also
Gompertz for the Gompertz density.
Examples
mlgompertz(precip)