Estimate theta of the Negative Binomial by Maximum Likelihood
DESCRIPTION:
Given the estimated mean vector, estimate
theta
of the Negative Binomial
Distribution.
USAGE:
theta.ml(y, mu, n, limit = 10, eps = sqrt(.Machine$single.eps), trace = F)
REQUIRED ARGUMENTS:
- y
-
Vector of observed values from the Negative Binomial.
- mu
-
Estimated mean vector.
OPTIONAL ARGUMENTS:
- n
-
Number of data points (defaults to length of
y
)
- limit
-
Limit on the number of iterations.
- eps
-
Tolerance to determine convergence.
- trace
-
logical: should iteration progress be printed?
VALUE:
The required estimate of
theta
, as a scalar.
SEE ALSO:
,
,
EXAMPLES:
theta <- theta.ml(y, fitted(fm), dfr = 123)