rightparetolognormal.mle: Right-Pareto Lognormal MLE
Description
Maximum likelihood estimation of the parameters of the Right-Pareto Lognormal distribution.
Usage
rightparetolognormal.mle(
x,
lower = c(1e-10, 1e-10),
upper = c(Inf, Inf),
start = NULL
)
Arguments
lower, upper
Upper and lower bounds for the estimation procedure on the parameters c(shape2,sdlog), defaults to c(1e-10,1e-10) and c(Inf,Inf) respectively.
start
named vector with starting values, default to c(shape2=2,sdlog=sd(log(x)))
Value
Returns a named list containing a
- coefficients
Named vector of coefficients
- convergence
logical indicator of convergence
- n
Length of the fitted data vector
- np
Nr. of coefficients
Examples
Run this code# NOT RUN {
x <- rrightparetolognormal(1e3)
## Pareto fit with xmin set to the minium of the sample
rightparetolognormal.mle(x = x)
# }
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