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.

mllaplace(x, na.rm = FALSE)

Arguments

x	a (non-empty) numeric vector of data values.
na.rm	logical. Should missing values be removed?

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.

See also

Laplace for the Laplace density.

Examples

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