Maximum-likelihood fit of a reliability distribution

Fits one of the six supported families by maximum likelihood, optimizing on the log-scale of the parameters for numerical stability, and returns the estimates together with the observed-information-based covariance.

Usage

mle_fit(x, dist, init = NULL)

Arguments

x

Numeric vector of positive observations.

dist

Character; distribution name.

init

Optional numeric length-2 vector of starting values.

Value

A list with elements theta (estimates), Sigma (covariance of \(\sqrt{n}(\hat\theta-\theta)\)), loglik, and conv (convergence flag).

Examples

set.seed(1)
x <- rdist(200, "Gamma", c(3, 0.5))
fit <- mle_fit(x, "Gamma")
fit$theta
#> [1] 2.9954739 0.4774092