MLlaio2004 {nsRFA} | R Documentation

## Maximum likelihood parameters estimation

### Description

Maximum Likelihood estimation of parameters for extreme-value distributions, from Laio (2004).

### Usage

     ML_estimation (x, dist="NORM")
     moment_estimation (x, dist="NORM")

### Arguments

`x` | data sample
`dist` | distribution: normal `"NORM"`, Gumbel `"GUMBEL"`, Generalized Extreme Value `"GEV"`, Pearson type III `"P3"` and, only for `sample_generator`, Exponential `"EXP"`

### Value

`ML_estimation` estimate the parameters of the distribution `dist` from a sample `x` using the maximum likelihood approach.
`moment_estimation` estimate the parameters of the distribution `dist` from a sample `x` using the moment method.

### Note

For information on the package and the Author, and for all the references, see `nsRFA`.

### See Also

`GOFlaio2004`.

### Examples

    # sample from an EV1 distribution
    sm <- rand.gumb(100, 0, 1)
    moment_estimation (sm, dist="GEV")
    ML_estimation (sm, dist="GEV")

    F.GEV(sm, -0.051, 0.97, -0.024)
    rand.GEV (100, -0.051, 0.97, -0.024)
    moment_estimation (sm, dist="P3")
    ML_estimation (sm, dist="P3")

[Package nsRFA version 0.6-9 Index]