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qle (version 0.18)

Simulation-Based Quasi-Likelihood Estimation

Description

A simulation-based quasi-likelihood method (Baaske, M., Ballani, F., v.d. Boogaart, K.G. (2014) ) for parameter estimation of parametric statistical models for which closed-form representations of distributional characteristics are unavailable and can only be obtained by computationally intensive simulations of the model.

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Version

Install

install.packages('qle')

Monthly Downloads

39

Version

0.18

License

GPL (>= 3)

Maintainer

Markus Baaske

Last Published

October 8th, 2018

Functions in qle (0.18)

getDefaultOptions

Print default options for optimization
getQLmodel

Setup the quasi-likelihood approximation model all at once
OPT

QLE estimation results of the normal model
prefitCV

Covariance parameter estimation for cross-validation
QLmodel

Construct the quasi-likelihood approximation model
nextLOCsample

Generate a random sample of points
print.QSResult

print results of class QSResult
qleTest

Monte Carlo testing
predictKM

Kriging the sample means of statistics
mahalDist

Mahalanobis distance of statistics
qscoring

Quasi-scoring iteration
Subset of statistics

Optimal subset selection of statistics
crossValTx

Prediction variances by cross-validation
estim

Kriging prediction and numerical approximation of derivatives
fitCov

Covariance parameter estimation
qsd

A normal model
fitSIRFk

Estimation of covariance parameters
multiDimLHS

Multidimensional Latin Hypercube Sampling (LHS) generation
qle-package

Simulation-Based Quasi-Likelihood Estimation
qle

Simulated quasi-likelihood parameter estimation
multiSearch

A multistart version of local searches for parameter estimation
print.qle

print results of class qle
quasiDeviance

Quasi-deviance computation
setCovModel

Set a covariance model
print.qleTest

print qleTest results
simQLdata

Simulate the statistical model
setQLdata

Setup of quasi-likelihood data for estimation
updateCovModels

Update covariance models
checkMultRoot

Assess plausibility of parameter estimates
covarTx

Variance matrix approximation
matclust

Matern cluster process data
mm1q

QLE estimation results of M/M/1 queue
reml

Restricted maximum likelihood (REML)
searchMinimizer

Minimize a criterion function