edts {DTS}R Documentation

Log-likelihood function for a discrete tempered stable distribution.

Description

Log-likelihood function for a discrete tempered stable distribution.

Usage

edts(pv, smpl, tf = "poisson-tweedie", zt = FALSE)

Arguments

pv

A vector of parameters.

smpl

A sample data to be used for estimation.

tf

Tempering function. It can be one of the "discrete-stable", "discrete-truncated-stable", "discrete-pRDTS", "poisson-tweedie", "exp-tempering", "beta-prime-tempering", "Pareto-tempering".

zt

Logical. If True it calculates zero-truncated probabilities.

Value

A number. Negative of likelihood function.

References

M. Grabchak. Discrete tempered stable distributions. Methodology and Computing in Applied Probability, 24(3):1877-1890, 2021.

Examples

pv <- c(0.5, 1, 1)
n <- 100
smpl <- rdts(n, 0.5, 1)
edts(pv, smpl)

[Package DTS version 0.1.1 Index]