Package: MLEce 2.1.0

MLEce: Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions

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>.

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]

MLEce_2.1.0.tar.gz
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MLEce.pdf |MLEce.html
MLEce/json (API)

# Install 'MLEce' in R:
install.packages('MLEce', repos = c('https://ijun2018.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ijun2018/mlece/issues

Datasets:
  • flood - The flood events data of the Madawaska basin.
  • fossil_pollen - The counts data of the frequency of occurrence of different kinds of fossil pollen grains.

On CRAN:

2.70 score 129 downloads 6 exports 42 dependencies

Last updated 1 years agofrom:d20a9ef7d8. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-winOKNov 01 2024
R-4.5-linuxOKNov 01 2024
R-4.4-winOKNov 01 2024
R-4.4-macOKNov 01 2024
R-4.3-winOKNov 01 2024
R-4.3-macOKNov 01 2024

Exports:benchMLEceconfCIgofMLEcerBiGamrBiWei

Dependencies:admiscCDMclicolorspacefansifarverggplot2gluegtableisobandlabelingLaplacesDemonlatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnleqslvnlmepbapplypbvpillarpkgconfigplyrpolycorR6RColorBrewerRcppRcppArmadilloreshaperlangscalessirtTAMtibbleutf8vctrsviridisLitewithr