MLlaio2004               package:nsRFA               R Documentation

_M_a_x_i_m_u_m _l_i_k_e_l_i_h_o_o_d _p_a_r_a_m_e_t_e_r_s _e_s_t_i_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       x: data sample

    dist: distribution: normal '"NORM"', Gumbel '"GUMBEL"', Generalized
          Extreme Value '"GEV"', Pearson type III '"P3"' and, only for
          'sample_generator', Exponential '"EXP"'

_V_a_l_u_e:

     '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.

_N_o_t_e:

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

_S_e_e _A_l_s_o:

     'GOFlaio2004'.

_E_x_a_m_p_l_e_s:

     # 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")

