cc.mle {CCd} | R Documentation |
Maximum likelihood estimation of the CC distribution
Description
Maximum likelihood estimation of the CC distribution.
Usage
cc.mle(y)
cc.mle0(y, tol = 1e-7)
Arguments
y |
A vector with integer values. |
tol |
The tolerance value to terminate the maximization algorithm. |
Details
The function cc.mle0() uses the optimize
function to perform MLE when the location parameter is zero, just as proposed by Papadatos (2022). The function cc.mle() uses the optim
function when the location is not assumed zero.
Value
A list including:
param |
For the cc.mle() a vector of the |
lambda |
For the cc.mle0() the |
loglik |
The value of the maximized log-likelihood. |
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Papadatos N. (2022). The characteristic function of the discrete Cauchy distribution In Memory of T. Cacoullos. Journal of Statistical Theory and Practice, 16(3): 47.
See Also
Examples
y <- round( rcauchy(100, 3, 10) )
cc.mle(y)
y <- round( rcauchy(100, 0, 10) )
cc.mle0(y)