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]