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ExtDist (version 0.6-3)

wmle: Weighted Maximum Likelihood Estimation.

Description

A general weighted maximum likelihood estimation function.

Usage

wmle(X, w, distname, initial, lower, upper, loglik.fn, score.fn, obs.info.fn)

Arguments

X
Sample observations.
w
Frequency (or weights) of observation.
distname
Name of distribution to be estimated.
initial
Initial value of the parameters.
lower
The lower bound of the parameters.
upper
The upper bound of the parameters.
loglik.fn
Function to compute (weighted) log likelihood.
score.fn
Function to compute (weighted) score.
obs.info.fn
Function to compute observed information matrix.

Value

weighted mle estimates.

Details

Weighted Maximum Likelihood Estimation