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MLEce (version 2.1.0)

Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions

Description

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) . Kim, et al. (2023) .

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Version

Install

install.packages('MLEce')

Monthly Downloads

155

Version

2.1.0

License

GPL-2

Maintainer

Zhao Jun

Last Published

September 27th, 2023

Functions in MLEce (2.1.0)

summary.MLEce

Summarizing effective closed-form estimation function
confCI

Getting confidence intervals for efficient closed-form estimators
gof

Goodness-of-fit test for the efficient closed-form estimators
rBiWei

Generating random data for the bivariate Weibull distribution.
MLEce

Calculating MLEces for three different distributions
benchMLEce

Performing closed-form estimators against other methods
fossil_pollen

The counts data of the frequency of occurrence of different kinds of fossil pollen grains.
plot.MLEce

Providing some plots for effective closed-form estimators
coef.MLEce

Getting estimated values of efficient closed-form estimators
rBiGam

Generating random data for the bivariate gamma distribution with parameters.
flood

The flood events data of the Madawaska basin.