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?
- ...
a0
is an optional starting value for thea
parameter.reltol
is the relative accuracy requested, defaults to.Machine$double.eps^0.25
.iterlim
is a positive integer specifying the maximum number of iterations to be performed before the program is terminated (defaults to100
).
Value
mlkumar
returns an object of class univariateML
.
This is a named numeric vector with maximum likelihood estimates for a
and b
and the following attributes:
model
The name of the model.
density
The density associated with the estimates.
logLik
The loglikelihood at the maximum.
support
The support of the density.
n
The number of observations.
call
The call as captured my
match.call
Details
For the density function of the Kumaraswamy distribution see Kumaraswamy.
References
Jones, M. C. "Kumaraswamy's distribution: A beta-type distribution with some tractability advantages." Statistical Methodology 6.1 (2009): 70-81.
Kumaraswamy, Ponnambalam. "A generalized probability density function for double-bounded random processes." Journal of Hydrology 46.1-2 (1980): 79-88.
See also
Kumaraswamy for the Kumaraswamy density.
Examples
AIC(mlkumar(USArrests$Rape / 100))
#> [1] -96.06926