[R] Newton iteration questions

yuying shi leavestonebodt at yahoo.com
Sat Nov 26 22:15:09 CET 2005


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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