I'm looking for a classic equivalent of the wle.gamma function (library wle) that estimate robustly the shape and the scale parameters of gamma data.
I have a vector of iid gamma rv :
>data=rgamma(100,shape=10,scale=3)
and a vector of their weights:
>weights=c(rep(.5/70,70),rep(.25/20,20),rep(.25/10,10))
and want to estimate the scale and shape of the gamma distribution.
Does such a function exists?
thanks, DLC
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