Last data update: 2014.03.03
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R: Weighted Maximum Likelihood Estimation.
Weighted Maximum Likelihood Estimation.
Description
A general weighted maximum likelihood estimation function.
Usage
wmle(X, w, distname, initial, lower, upper, loglik.fn, score.fn, obs.info.fn)
Arguments
X |
Sample observations.
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w |
Frequency (or weights) of observation.
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distname |
Name of distribution to be estimated.
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initial |
Initial value of the parameters.
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lower |
The lower bound of the parameters.
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upper |
The upper bound of the parameters.
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loglik.fn |
Function to compute (weighted) log likelihood.
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score.fn |
Function to compute (weighted) score.
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obs.info.fn |
Function to compute observed information matrix.
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Details
Weighted Maximum Likelihood Estimation
Value
weighted mle estimates.
Author(s)
Haizhen Wu and A. Jonathan R. Godfrey
Results
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