Laplace distribution maximum likelihood estimation

The maximum likelihood estimate of mu is the sample median while the maximum likelihood estimate of sigma is mean absolute deviation from the median.

Usage

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

Arguments

x: a (non-empty) numeric vector of data values.
na.rm: logical. Should missing values be removed?
...: currently affects nothing.

Value

mllaplace returns an object of class univariateML. This is a named numeric vector with maximum likelihood estimates for mu and sigma 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 Laplace distribution see Laplace.

References

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 2, Chapter 24. Wiley, New York.

Examples

mllaplace(precip)
#> Maximum likelihood estimates for the Laplace model 
#>    mu  sigma  
#> 36.60  10.49