[R] mle in the gamma model

Dominique Couturier dominique.couturier at unine.ch
Mon Nov 24 11:09:11 CET 2003


Dear [R]-list,

I'm looking for a classic equivalent of the wle.gamma function (library 
wle) that estimate robustly the shape and the scale parameters of gamma 
data.
I have a vector of iid gamma rv :
 >data=rgamma(100,shape=10,scale=3)
and a vector of their weights:
 >weights=c(rep(.5/70,70),rep(.25/20,20),rep(.25/10,10))
and want to estimate the scale and shape of the gamma distribution.
Does such a function exists?

thanks,
DLC




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