Inverse Gaussian (Wald) maximum likelihood estimationSource:
The maximum likelihood estimate of
mean is the empirical mean and the
maximum likelihood estimate of
1/shape is the difference between
the mean of reciprocals and the reciprocal of the mean.
a (non-empty) numeric vector of data values.
logical. Should missing values be removed?
currently affects nothing.
mlinvgauss returns an object of class
univariateML. This is a named numeric vector with maximum likelihood
shape 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 Inverse Gamma distribution see InverseGaussian.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 1, Chapter 15. Wiley, New York.
InverseGaussian for the Inverse Gaussian density.