emv_gamma: compute the MLE in the Gamma model using the Newton-Raphson method
Description
compute the MLE in the Gamma model using the Newton-Raphson method
Usage
emv_gamma(L, M, param.old, epsilon = 0.001, nb.iter.max = 10)
Arguments
L
weighted mean of log(data)
M
weighted mean of the data
param.old
parameters of the Gamma distribution
epsilon
threshold for the stopping criterion
nb.iter.max
maximum number of iterations
Value
updated parameters of the Gamma distribution