R help - Dec 2009 - Maximum spacing method

Hi!

I'm trying to compare maximum likelihood estimator with maximum spacing
estimator (in Generalized extreme value distribution). My problem is the
following: i know how to determinate maximum likelihood estimator on R, but
i dont find a way to do the maximum spacing estimator...:-(
Any help would be great:-)
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mxm.margarida wrote:
> Hi!
> 
> I'm trying to compare maximum likelihood estimator with maximum spacing
> estimator (in Generalized extreme value distribution). My problem is the
> following: i know how to determinate maximum likelihood estimator on R, but
> i dont find a way to do the maximum spacing estimator...:-(
> Any help would be great:-)

You can see an implementation of mps for the normal inverse Gaussian in 
fBasics on R-Forge.

Have a look at the function .nigFit.mps in the file dist-nigFit.R

David Scott



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_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

>You can see an implementation of mps for the normal inverse Gaussian in 
>fBasics on R-Forge.
>Have a look at the function .nigFit.mps in the file dist-nigFit.R
That really helps me. Thanks!
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