Learn R Programming

distrMod (version 2.0.7)

Estimator: Function to compute estimates

Description

The function Estimator provides a general way to compute estimates.

Usage

Estimator(x, estimator, name, Infos, asvar = NULL, nuis.idx,
          trafo = NULL, fixed = NULL, asvar.fct, ...)

Arguments

x
(empirical) data
estimator
function: estimator to be evaluated on x.
name
optional name for estimator.
Infos
character: optional informations about estimator
asvar
optionally the asymptotic (co)variance of the estimator
nuis.idx
optionally the indices of the estimate belonging to nuisance parameter
fixed
optionally (numeric) the fixed part of the parameter
trafo
an object of class MatrixorFunction -- a transformation for the main parameter
asvar.fct
optionally: a function to determine the corresponding asymptotic variance; if given, asvar.fct takes arguments L2Fam((the parametric model as object of class L2ParamFamily)) and param (the p
...
further arguments to estimator.

Value

  • An object of S4-class "Estimate".

Details

The argument criterion has to be a function with arguments the empirical data as well as an object of class "Distribution" and possibly ....

See Also

Estimate-class

Examples

Run this code
x <- rnorm(100)
Estimator(x, estimator = mean, name = "mean")

X <- matrix(rnorm(1000), nrow = 10)
Estimator(X, estimator = rowMeans, name = "mean")

Run the code above in your browser using DataLab