Uses Newton-Raphson to estimate the parameters of the Gumbel distribution.
mlgumbel(x, na.rm = FALSE, sigma0 = 1, rel.tol = .Machine$double.eps^0.25, iterlim = 100)
| x | a (non-empty) numeric vector of data values. |
|---|---|
| na.rm | logical. Should missing values be removed? |
| sigma0 | An optional starting value for the |
| rel.tol | Relative accuracy requested. |
| iterlim | A positive integer specifying the maximum number of iterations to be performed before the program is terminated. |
mlgumbel returns an object of class univariateML. This
is a named numeric vector with maximum likelihood estimates for mu and s and the following attributes:
modelThe name of the model.
densityThe density associated with the estimates.
logLikThe loglikelihood at the maximum.
supportThe support of the density.
nThe number of observations.
callThe call as captured my match.call
For the density function of the Gumbel distribution see Gumbel.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, Volume 2, Chapter 22. Wiley, New York.
Gumbel for the Gumbel density.
mlgumbel(precip)#> Maximum likelihood estimates for the Gumbel model #> mu sigma #> 27.89 13.76