| Library: | finance |
| See also: | lrseev |
| Macro: | mleev0 | |
| Description: | Maximum likelihood estimator for Gumbel (EV0) model |
| Usage: | {mu, sigma} = mleev0 (x) | |
| Input: | ||
| x | vector | |
| Output: | ||
| mu | scalar, estimated location parameter | |
| sigma | scalar, estimated scale parameter | |
library("finance")
randomize(0)
x=randx("ev0",100)
m=mleev0(x)
m
Contents of m.mu [1,] -0.18003 Contents of m.sigma [1,] 1.1118
| Library: | finance |
| See also: | lrseev |