MLE_LambertW.default {LambertW} | R Documentation |
MLE of Lambert W RV for Gaussian and student-t input.
## Default S3 method: MLE_LambertW(y, distname = c("normal"), theta.0 = IGMM(y)$theta)
y |
data |
distname |
input distribution. By defaul "normal" . Alternative "t" |
theta.0 |
Starting value for numerical optimization. By default the GMM estimate. |
An object of class LWest
data |
the data |
theta.0 |
initial value |
theta |
MLE for theta |
logLH |
log-likelihood function (argument for the summary function to calculate the Hessian numerically) |
call |
function call |
message |
message from the optimization method. What kind of convergence? |
distname |
input distribution |
method |
Estimation method. Here "MLE" |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
data(AA) attach(AA) X=AA[AA$sex=="f",] y=X$bmi fit.ml=MLE_LambertW(y) summary(fit.ml) plot(fit.ml)