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Re: MLE for noncentral t distribution

by David Scott-6 :: Rate this Message:

QRMlib has routines for fitting t distributions. Have a look at that
package. Also sn has routines for skew-t distributions

David Scott

On Thu, 8 May 2008, kate wrote:

> I have a data with 236 observations. After plotting the histogram, I found that it looks like non-central t distribution. I would like to get MLE for mu and df.
>
> I found an example to find MLE for gamma distribution from "fitting distributions with R":
>
> library(stats4) ## loading package stats4
> ll<-function(lambda,alfa) {n<-200
> x<-x.gam
> -n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa-
> 1)*sum(log(x))+lambda*sum(x)} ## -log-likelihood function
> est<-mle(minuslog=ll, start=list(lambda=2,alfa=1))
>
> Is anyone how how to write down -log-likelihood function for noncentral t distribution?
>
> Thanks a lot!!
>
> Kate
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
>

_________________________________________________________________
David Scott Department of Statistics, Tamaki Campus
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000
Email: d.scott@...

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics

______________________________________________
R-help@... mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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