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
)Returns 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.
a non-negative numeric vector
initial points for the L-BFGS-B method
lower and upper bound for the shape parameter
lower and upper bound for the scale parameter
Note that the maximum of the likelihood function might not exist for some input vectors. This estimator may have a large mean squared error.
Other DiscretizedPareto2:
rdpareto2()