CRAN/E | MLEce

MLEce

Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions

Installation

About

Asymptotic efficient closed-form estimators (MLEces) are provided in this package for three multivariate distributions(gamma, Weibull and Dirichlet) whose maximum likelihood estimators (MLEs) are not in closed forms. Closed-form estimators are strong consistent, and have the similar asymptotic normal distribution like MLEs. But the calculation of MLEces are much faster than the corresponding MLEs. Further details and explanations of MLEces can be found in. Jang, et al. (2023) doi:10.1111/stan.12299. Kim, et al. (2023) doi:10.1080/03610926.2023.2179880.

Key Metrics

Version 2.1.0
R ≥ 4.2.0
Published 2023-09-27 211 days ago
Needs compilation? no
License GPL-2
CRAN checks MLEce results

Downloads

Yesterday 5 0%
Last 7 days 33 +10%
Last 30 days 138 -10%
Last 90 days 413 -33%
Last 365 days 1.916 +204%

Maintainer

Maintainer

Jun Zhao

zhaojun2021@hotmail.com

Authors

Jun Zhao

aut / cre / com

Yu-Kwang Kim

aut

Yu-Hyeong Jang

aut

Jae Ho Chang

aut

Sang Kyu Lee

aut

Hyoung-Moon Kim

aut / ths

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MLEce archive

Depends

R ≥ 4.2.0

Imports

nleqslv
LaplacesDemon
sirt
ggplot2
reshape
mvtnorm