Re: [R] MLE for noncentral t distribution

From: David Scott <d.scott_at_auckland.ac.nz>
Date: Fri, 09 May 2008 09:29:00 +1200 (NZST)

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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>


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_at_auckland.ac.nz

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



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