mxm.margarida wrote:
Hi!
I'm trying to compare maximum likelihood estimator with maximum spacing
estimator (in Generalized extreme value distribution). My problem is the
following: i know how to determinate maximum likelihood estimator on R, but
i dont find a way to do the maximum spacing estimator...:-(
Any help would be great:-)
You can see an implementation of mps for the normal inverse Gaussian in
fBasics on R-Forge.
Have a look at the function .nigFit.mps in the file dist-nigFit.R
David Scott
--
_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
Director of Consulting, Department of Statistics
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