MLE of some truncated distributions.
truncmle(x, distr = "trunccauchy", a, b, tol = 1e-07)A list including:
The number of iterations reuired by the Newton-Raphson algorithm.
The log-likelihood.
The \(\lambda\) parameter in the exponential distribution.
The location and scale parameters in the Cauchy distribution.
A numerical vector with continuous data. For the Cauchy distribnution, they can be anywhere on the real line. For the exponential distribution they must be strictly positive.
The type of distribution to fit, "trunccauchy" and "truncexpmle" stand for the truncated Cauchy and truncated exponential distributions, respectively.
The lower value at which the Cauchy distribution is truncated.
The upper value at which the Cauchy or the exponential distribution is truncated. For the exponential this must be greater than zero.
The tolerance value to terminate the fitting algorithm.
Michail Tsagris and Sofia Piperaki.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Sofia Piperaki sofiapip23@gmail.com.
Maximum likelihood of some truncated distributions is performed.
David Olive (2018). Applied Robust Statistics (Chapter 4).
http://lagrange.math.siu.edu/Olive/ol-bookp.htm
cens.mle
x <- rnorm(500)
truncmle(x, a = -1, b = 1)
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