benchMLEce {MLEce}R Documentation

Performing closed-form estimators against other methods

Description

Performing closed-form estimators against other methods

Usage

benchMLEce(data, distname, methods)

Arguments

data

a numeric matrix.

distname

a character indicating which distribution to be fitted. BiGam stands for the bivariate gamma distribution, BiWei stands for the bivariate Weibull distribution, and Dirichlet stands for the Dirichlet distribution.

methods

a vector of methods: two characters among "MLEce" (efficient closed-form estimator), "MLE", "MME" and "CME". MLEce stands for efficient closed-form estimators, , "MLE" (maximum likelihood estimator), "MME" (method of moments estimator) and "CME" (correlation based method estimator for the bivariate Weibull distribution).

Value

A matrix with estimate and time in seconds per method for assigned distributions.

Examples

#bivariate gamma distribution
data_BiGam= rBiGam(100, c(1,4,5))
benchMLEce(data_BiGam, distname="BiGam", methods=c("MLEce","MME"))
#bivariate Weibull distribution
data_BiWei <- rBiWei(n=50, c(4,3,3,4,0.6))
benchMLEce(data_BiWei, distname="BiWei", methods=c("MLE","CME"))
#multivariate Dirichlet distribution
data_Diri <- LaplacesDemon::rdirichlet(80, c(3,4,1,3,4))
benchMLEce(data_Diri, distname="Dirichlet", methods=c("MLEce","MLE"))

[Package MLEce version 2.1.0 Index]