ASA189
Maximum Likelihood Parameter Estimation
Beta Binomial PDF
ASA189
is a FORTRAN77 library which
does a maximum likelihood estimation of the parameters of
a Beta Binomial PDF.
ASA189 is Applied Statistics Algorithm 189. Source code for many
Applied Statistics Algorithms is available through
STATLIB.
This algorithm analyzes data that was generated by a beta binomial
probability density function, and tries to estimate the values of the
parameters that determing that PDF.
Languages:
ASA189 is available in
a FORTRAN77 version and
a FORTRAN90 version.
Reference:
-
D Smith,
Algorithm AS 189:
Maximum Likelihood Estimation of the Parameters of the Beta
Binomial Distribution,
Applied Statistics,
Volume 32, Number 2, 1983, pages 196-204.
Source Code:
Examples and Tests:
List of Routines:
-
BBL calculates the Beta Binomial log likelihood.
-
BBME estimates MEW and THETA parameters of a Beta Binomial distribution.
-
BBML estimates parameters of a Beta Binomial distribution.
-
BETA returns the value of the Beta function.
-
BETA_BINOMIAL_CDF_INV inverts the Beta Binomial CDF.
-
BETA_BINOMIAL_CHECK checks the parameters of the Beta Binomial PDF.
-
DLGAMA evaluates log ( Gamma ( X ) ) for a real argument.
-
GDER is the general derivative subroutine.
-
R8_UNIFORM_01 returns a unit pseudorandom R8.
-
SET sets up an array for the Beta Binomial log likelihood calculation.
-
TIMESTAMP prints out the current YMDHMS date as a timestamp.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 29 January 2008.