[R] method of moments estimation
hms Dreams
cute_loomaa at hotmail.com
Mon Feb 16 23:10:06 CET 2015
Hi,
I'm trying to use method of moments estimation to estimate 3 unkown paramters delta,k and alpha.
so I had system of 3 non linear equations:
1) [delta^(1/alpha) *gamma (k-(1/alpha)) ]/gamma(k) = xbar
2) [delta^(2/alpha) *gamma (k-(2/alpha)) ]/gamma(k) = 1/n *sum (x^2)
3) [delta^(3/alpha) *gamma (k-(3/alpha)) ]/gamma(k) = 1/n *sum (x^3)
where gamma is a gamma function and n is the sample size
How can I solve these system , Is there a package on R can give me MOM ??
Thank you ,
Sara
[[alternative HTML version deleted]]
More information about the R-help
mailing list