distrMod (version 2.1.1)

mceCalc-methods: Methods for functions mceCalc and mleCalc in Package `distrMod'

Description

Methods for functions mceCalc and mleCalc in package distrMod;

Usage

mceCalc(x, PFam, ...)
mleCalc(x, PFam, ...)
## S3 method for class 'numeric,ParamFamily':
mceCalc(x, PFam, criterion, 
                   startPar = NULL, penalty = 0, crit.name,
                   Infos = NULL, \dots)
## S3 method for class 'numeric,ParamFamily':
mleCalc(x, PFam, startPar = NULL, 
                   penalty = 0, Infos = NULL, \dots)
## S3 method for class 'numeric,BinomFamily':
mleCalc(x, PFam, \dots)
## S3 method for class 'numeric,PoisFamily':
mleCalc(x, PFam, \dots)
## S3 method for class 'numeric,NormLocationFamily':
mleCalc(x, PFam, \dots)
## S3 method for class 'numeric,NormScaleFamily':
mleCalc(x, PFam, \dots)
## S3 method for class 'numeric,NormLocationScaleFamily':
mleCalc(x, PFam, \dots)

Arguments

x

numeric; data at which to evaluate the estimator

PFam

an object of class ParamFamily; the parametric family at which to evaluate the estimator

criterion

a function measuring the ``goodness of fit''

startPar

in case optim is used: a starting value for the parameter fit; in case optimize is used: a vector containing a search interval for the (one-dim) parameter

penalty

numeric; penalizes non-permitted parameter values

crit.name

character; the name of the criterion; may be missing

Infos

matrix; info slot to be filled in object of class MCEstimate; may be missing

...

additional argument(s) for optim / optimize

Value

• a list with components
• estimate
  --- the estimate as a named vector of numeric
• criterion
  --- the criterion value (i.e.; a numeric of length 1); e.g. the neg. log likelihood
• est.name
  --- the name of the estimator
• param
  --- estimate coerced to class ParamFamParameter
• crit.fct
  --- a function with the named components of theta as arguments returning the criterion value; used for profiling / coercing to class mle
• method
  --- a character reporting how the estimate was obtained, i.e., by optim, by optimize or by explicit calculations
• crit.name
  character; the name of the criterion; may be ""
• Infos
  matrix; info slot to be filled in object of class MCEstimate; may be NULL
• samplesize
  numeric; sample size of x

Details

mceCalc is used internally by function MCEstimator to allow for method dispatch according to argument PFam; similarly, and for the same purpose mleCalc is used internally by function MLEstimator. This way we / or any other developper can write particular methods for special cases where we may avoid using numerical optimization without interfering with existing code. For programming one's own mleCalc / mceCalc methods, there is the helper function meRes to produce consistent return values.