require(fitdistrplus) nsample <- 1e6 nsample <- 10 #### (1) Gamma example #### truetheta <- c("alpha"=3, "beta"=1/2) x <- rgamma(nsample, truetheta["alpha"], truetheta["beta"]) f1 <- mmedist(x, "gamma", order=1:2, calcvcov = TRUE) f1$vcov if(FALSE) { memp <- function(x, order) mean(x^order) require(actuar) fitdistrplus:::mme.vcov(as.numeric(truetheta), fix.arg=NULL, order=1:2, obs=x, mdistnam=mgamma, memp, weights=NULL) } # (2) fit a Pareto distribution # if(any(installed.packages()[, "Package"] == "actuar")) { require(actuar) #simulate a sample x4 <- rpareto(nsample, 6, 2) #empirical raw moment memp <- function(x, order) mean(x^order) #fit res <- mmedist(x4, "pareto", order=c(1, 2), memp=memp, start=c(shape=10, scale=10), lower=1, upper=Inf, calcvcov = TRUE) }