BBML - Maximum Likelihood Parameter Estimation, Beta Binomial PDF

BBML contains Applied Statistics Algorithm 186. 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.

Files you may copy include:

• bbml.f90, the source code;
• bbml_prb.f90, a sample problem;
• bbml_prb.out, output from running the sample problem.

The list of routines includes:

• BBL calculates the beta binomial log likelihood.
• BBME estimates MU and THETA of the beta binomial distribution.
• BBML estimates the parameters of a beta binomial distribution
• GDER computes derivatives of the log likelihood.
• SET sets up the arrays RL and LM.

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