I am working on extremes in R and I have estimated parameters for gev and gpd using mle and lmom. But I can't estimate the parameters for Gamma-Pareto and Gamma-generalized Pareto distributions using mle, lmom and adaptive MCMC in R Studio. Could you be able to help me with the codes?
Hi Dear Jean Munezero
Two useful statistical packages to perform Maximum Likelihood Estimation of the unknown parameters of distribution are "MaxLik" or "stats4" packages with R, Run it
############## MLE (MaxLik package) ################
loglik
You could send an email to the corresponding author of the following manuscript
Alzaatreh, A., Famoye, F., & Lee, C. (2012). Gamma-Pareto distribution and its applications. Journal of Modern Applied Statistical Methods, 11(1), 7.
In this case, you can ask them to share the codes of the manuscript that has the cited model already implemented in R.
I used mle2 function in bbmle package. The estimator of theta is the minimum value of the data. mle2 uses minuslog which is the negative of likelihood function.
llgp
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