[R] Maximum spacing method

[David Scott]

mxm.margarida wrote:
> Hi!
> 
> I'm trying to compare maximum likelihood estimator with maximum spacing
> estimator (in Generalized extreme value distribution). My problem is the
> following: i know how to determinate maximum likelihood estimator on R, but
> i dont find a way to do the maximum spacing estimator...:-(
> Any help would be great:-)


You can see an implementation of mps for the normal inverse Gaussian in 
fBasics on R-Forge.

Have a look at the function .nigFit.mps in the file dist-nigFit.R

David Scott



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David Scott	Department of Statistics
		The University of Auckland, PB 92019
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Director of Consulting, Department of Statistics