| cauchy.mle {MLEcauchy} | R Documentation |
Some description.
x |
... sample |
maxiter |
... max. number of iterations (default = 10) |
eps |
... iterations stop if max(change in estimate)<eps (default= 1e-8) |
itertrace |
... if TRUE, iterations history is printed (default=F) |
maxattempts |
max. number of random stepsize attempting to improve likelihood (default=100) |
Some more details here: initial values to start interations are: median of sample, 0.5 times inter-quartile range of sample.
A list of:
maximum likelihood parameter estimates |
based on Newton's method |
value of loglikelihood |
|
1st derivative of log likelihood at current estimates |
|
Fisher information matrix |
Angela
set.seed(123) cauchy.mle(x=rcauchy(100)) ### you should get est.: 0.04158235, 1.02675036