[R] Newton iteration questions

[Uwe Ligges]

Yet another time we shall solve your homeworks?
Please stop sending your homework questions to R-help!

Uwe Ligges


yuying shi wrote:

> Dear Sir/Madam,
>      If I have a sample of observations that come from
> an extreme value distribution, the density function
> for the extreme value distribution is: 
> 
> f(x)=(1/b)exp[-(x-a)/b]exp{-exp[-(x-a)/b]}, b>0, x can
> be any value,
>  
> my question is how to implement the Newton iteration
> and estimate the parameters for this distribution and
> the accuracy of epsilon=0.0001?
> 
>  The n= 100 observations are given as follows:
> x<- c(8.8, 9.4, 8.7, 9.3, 9.6, 9.4, 9.1, 9.4, 8.4,
> 6.8, 8.4,
> ?.2, 9.4, 7.4, 8.7, 9.4, 9.2, 9.3, 8.0, 8.5, 8.7, 9.7,
> 9.8,
> ?.5, 7.1, 7.8, 9.0, 8.6, 9.4, 6.9, 9.1, 9.9, 7.3, 8.5,
> 8.8,
> ?.4, 9.0, 8.6, 8.5, 9.2, 9.7, 9.2, 9.2, 8.4, 8.7, 9.6,
> 9.2,
> ?.8, 8.5, 9.0, 8.9, 9.6, 8.0, 9.7, 8.4, 7.5, 9.1, 9.2,
> 8.9,
> ?.2, 9.8, 9.4, 8.5, 9.3, 9.8, 9.6, 9.7, 8.9, 9.7, 8.7,
> 8.6,
> ?.7, 8.6, 9.7, 7.7, 8.6, 9.7, 8.5, 9.4, 9.4, 9.7, 8.1,
> 9.5,
> ?.3, 8.0, 9.8, 8.9, 9.5, 9.0, 8.7, 9.1, 8.5, 8.7, 8.4,
> 9.3,
> ?.5, 8.9, 9.3, 9.0, 9.9)?
> 
> thanks in advance!
> xingyu
> 
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