Gamma distribution maximum likelihood estimation

Uses Newton-Raphson to estimate the parameters of the Birnbaum–Saunders distribution. The parameter mu is set to 0, hence only alpha and beta are estmated.

Usage

mlfatigue(x, na.rm = FALSE, ...)

Arguments

x: a (non-empty) numeric vector of data values.
na.rm: logical. Should missing values be removed?
...: reltol is the relative accuracy requested, defaults to .Machine$double.eps^0.25. iterlim is a positive integer specifying the maximum number of iterations to be performed before the program is terminated (defaults to 100).

Value

mlfatigue returns an object of class univariateML. This is a named numeric vector with maximum likelihood estimates for alpha and beta, with mu=0, and the following attributes:

model: The name of the model.
density: The density associated with the estimates.
logLik: The loglikelihood at the maximum.
support: The support of the density.
n: The number of observations.
call: The call as captured my match.call

Details

For the density function of the Birnbaum–Saunders distribution see BirnbaumSaunders.

References

From, S. G., & Li, L. (2006). Estimation of the parameters of the Birnbaum<U+2013>Saunders distribution. Communications in Statistics: Theory and Methods, 35(12), 2157<U+2013>2169. https://doi.org/10.1080/03610920600853563

Examples

mlfatigue(precip)
#> Maximum likelihood estimates for the Birnbaum-Saunders model 
#>  alpha    beta      mu  
#>  1.517  30.222   0.000