estimate_pars
estimates the distribution's
parameters using their maximum likelihood estimator. This estimate
is conditional on the current xmin value.
Arguments
- m
A reference class object that contains the data.
- pars
default
NULL
. A vector or matrix (number of columns equal to the number of parameters) of parameters used to #' optimise over. Otherwise, for each value ofxmin
, the mle will be used, i.e.estimate_pars(m)
. For small samples, the mle may be biased.
Examples
data(moby_sample)
m = displ$new(moby_sample)
estimate_xmin(m)
#> $gof
#> [1] 0.01554137
#>
#> $xmin
#> [1] 7
#>
#> $pars
#> [1] 1.957412
#>
#> $ntail
#> [1] 335
#>
#> $distance
#> [1] "ks"
#>
#> attr(,"class")
#> [1] "estimate_xmin"
m$setXmin(7)
estimate_pars(m)
#> $pars
#> [1] 1.957411
#>
#> $value
#> [1] 1327.789
#>
#> $counts
#> function gradient
#> 5 5
#>
#> $convergence
#> [1] 0
#>
#> $message
#> [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
#>
#> attr(,"class")
#> [1] "estimate_pars"