Re: [R] Maximum spacing method

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 That really helps me. Thanks! -- View this message in context: http://n4.nabble.com/Maximum-spacing-method-tp976335p977224.html

[R] Maximum spacing method

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

Re: [R] Maximum spacing method

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