estimators - Parameter Estimation
Implements an S4 distribution system and estimation methods for parameters of common distribution families. The common d, p, q, r function family for each distribution is enriched with the ll, e, and v counterparts, computing the log-likelihood, performing estimation, and calculating the asymptotic variance - covariance matrix, respectively. Parameter estimation is performed analytically whenever possible.
Last updated
estimationmaximum-likelihood-estimationmoment-estimationprobability-distributionstatistics
3.70 score 7 scripts 480 downloads
joker - Probability Distributions and Parameter Estimation
Implements an S4 distribution system and estimation methods for parameters of common distribution families. The common d, p, q, r function family for each distribution is enriched with the ll, e, and v counterparts, computing the log-likelihood, performing estimation, and calculating the asymptotic variance - covariance matrix, respectively. Parameter estimation is performed analytically whenever possible.
Last updated
estimationmaximum-likelihood-estimationmoment-estimationprobability-distributions4score-adjusted-moment-estimationstatistics
3.70 score 10 scripts 197 downloads