Gamma distribution maximum likelihood estimationSource:
Uses Newton-Raphson to estimate the parameters of the Gamma distribution.
a (non-empty) numeric vector of data values.
logical. Should missing values be removed?
rel.tolis the relative accuracy requested, defaults to
iterlimis a positive integer specifying the maximum number of iterations to be performed before the program is terminated (defaults to
mlgamma returns an object of class
This is a named numeric vector with maximum likelihood estimates for
rate and the following attributes:
The name of the model.
The density associated with the estimates.
The loglikelihood at the maximum.
The support of the density.
The number of observations.
The call as captured my
For the density function of the Gamma distribution see GammaDist.
Choi, S. C, and R. Wette. "Maximum likelihood estimation of the parameters of the gamma distribution and their bias." Technometrics 11.4 (1969): 683-690.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 1, Chapter 17. Wiley, New York.
GammaDist for the Gamma density.