Finds the maximum likelihood estimator of the Discretized Pareto Type-II distribution's shape parameter \(k\) and scale parameter \(s\).
dpareto2_estimate_mle(x, k0 = 1, s0 = 1, kmin = 1e-04,
smin = 1e-04, kmax = 100, smax = 100)
a non-negative numeric vector
initial points for the L-BFGS-B method
lower and upper bound for the shape parameter to look for
lower and upper bound for the scale parameter to look for
a numeric vector with the following named components:
k
- estimated parameter of shape
s
- estimated parameter of scale
or c(NA, NA)
if the maximum of the likelihood function
could not be found.
Note that the maximum of the likelihood function may not exist for some input vectors. This estimator may have large mean squared error.
Other DiscretizedPareto2: rdpareto2