Uses Newton-Raphson to estimate the parameters of the Kumaraswamy distribution.
Arguments
- x
a (non-empty) numeric vector of data values.
- na.rm
logical. Should missing values be removed?
- ...
a0is an optional starting value for theaparameter.reltolis the relative accuracy requested, defaults to.Machine$double.eps^0.25.iterlimis a positive integer specifying the maximum number of iterations to be performed before the program is terminated (defaults to100).
Value
mlkumar returns an object of class univariateML.
This is a named numeric vector with maximum likelihood estimates for a
and b and the following attributes:
modelThe name of the model.
densityThe density associated with the estimates.
logLikThe loglikelihood at the maximum.
supportThe support of the density.
nThe number of observations.
callThe call as captured my
match.call
Details
For the density function of the Kumaraswamy distribution see Kumaraswamy.
References
Jones, M. C. "Kumaraswamy's distribution: A beta-type distribution with some tractability advantages." Statistical Methodology 6.1 (2009): 70-81.
Kumaraswamy, Ponnambalam. "A generalized probability density function for double-bounded random processes." Journal of Hydrology 46.1-2 (1980): 79-88.
See also
Kumaraswamy for the Kumaraswamy density.
Examples
AIC(mlkumar(USArrests$Rape / 100))
#> [1] -96.06926
