| OneStep-package {OneStep} | R Documentation |
One-Step Estimation
Description
Provide principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>.
Details
The DESCRIPTION file:
| Package: | OneStep |
| Type: | Package |
| Title: | One-Step Estimation |
| Version: | 0.9.3 |
| Authors@R: | c(person("Alexandre", "Brouste", role = "aut", email = "alexandre.brouste@univ-lemans.fr", comment = c(ORCID = "0000-0001-6719-7432")), person("Christophe", "Dutang", role = c("aut", "cre"), email = "christophe.dutang@ensimag.fr", comment = c(ORCID = "0000-0001-6732-1501")), person("Darel", "Noutsa Mieniedou", role = "ctb")) |
| Contact: | Alexandre Brouste, Christophe Dutang <onestep@univ-lemans.fr> |
| Description: | Provide principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>. |
| License: | GPL (>= 2) |
| Encoding: | UTF-8 |
| Depends: | fitdistrplus, numDeriv, parallel, extraDistr |
| Suggests: | actuar |
| URL: | https://journal.r-project.org/archive/2021/RJ-2021-044/ |
| Classification/MSC-2010: | 62F10 |
| Author: | Alexandre Brouste [aut] (<https://orcid.org/0000-0001-6719-7432>), Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Darel Noutsa Mieniedou [ctb] |
| Maintainer: | Christophe Dutang <christophe.dutang@ensimag.fr> |
Index of help topics:
benchonestep Performing benchmark of one-step MLE against
other methods
onestep Executing Le Cam's one-step estimation
OneStep-package One-Step Estimation
Author(s)
Alexandre Brouste [aut] (<https://orcid.org/0000-0001-6719-7432>), Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Darel Noutsa Mieniedou [ctb]
Maintainer: Christophe Dutang <christophe.dutang@ensimag.fr>
References
L. LeCam (1956). On the asymptotic theory of estimation and testing hypothesis. In: Proceedings of 3rd Berkeley Symposium I, pages 355-368.
See Also
See fitdistrplus for classic MLE, MME,...