Displaying 1 result from an estimated 1 matches for "llgamma".
Did you mean:
lgamma
2005 Jul 21
1
About object of class mle returned by user defined functions
...d of moments)
> coef(fit1)
shape scale
1.8210477 0.9514774
> vcov(fit1)
shape scale
shape 0.05650600 0.02952371
scale 0.02952371 0.02039714
> logLik(fit1)
'log Lik.' -155.9232 (df=2)
If we compare with a "direct" call to "mle":
> llgamma <- function(sh, sc) -sum(dgamma(isi1, shape = sh, scale = sc,
log = TRUE))
> fitA <- mle(llgamma, start = list( sh = (mean(isi1)/sd(isi1))^2, sc =
sd(isi1)^2 / mean(isi1) ),lower = c(0.0001,0.0001), method = "L-BFGS-B")
> coef(fitA)
sh sc
1.821042 1.051001
>...