Get MLE estimate from a distr6 distribution

mle_distr6.R

library(distr6); library(stats4);library(data.table)

mleEstimate <- function(distr, data, method = "BFGS", fixed = list(), nobs, ...){
  p = as.data.table(distr$parameters())
  p = subset(p, subset = p$settable, select = c("id","value"))

  f = vector("list",length(p$id))
  names(f) = p$id
  LL <- function(){}
  formals(LL) = f
  body(LL) = substitute({
    -sum(do.call(distribution$new, pars)$pdf(data), log = TRUE)
  }, list(
    pars = eval(parse(text = paste0("alist(",paste0(p$id, "=", p$id, collapse = ","),")"))),
    distribution = get(distr$name)
  ))

  s = as.list(p$value)
  names(s) = p$id

  mle = stats4::mle(minuslogl = LL,
                    start = s,
                    method = method,
                    fixed = fixed,
                    nobs = nobs,
                    ...)@coef

  do.call(get(distr$name)$new, as.list(round(mle, 5)))
}

mleEstimate(distr = Normal$new(mean = 2, sd = 2), data = rnorm(1000))
mleEstimate(distr = Exponential$new(rate = 2), data = rexp(1000, rate = 2))