EstimationTools: Maximum Likelihood Estimation for Probability Functions from Data Sets

Total Time on Test plot and routines for parameter estimation of any lifetime distribution implemented in R via maximum likelihood (ML) given a data set. It is implemented thinking on parametric survival analysis, but it feasible to use in parameter estimation of probability density or mass functions in any field. The main routines 'maxlogL' and 'maxlogLreg' are wrapper functions specifically developed for ML estimation. There are included optimization procedures such as 'nlminb' and 'optim' from base package, and 'DEoptim' Mullen (2011) <doi: 10.18637/jss.v040.i06>. Standard errors are estimated with 'numDeriv' Gilbert (2011) <https://CRAN.R-project.org/package=numDeriv> or the option 'Hessian = TRUE' of 'optim' function.

Package details

AuthorJaime Mosquera [aut, cre] (<https://orcid.org/0000-0002-1684-4756>), Freddy Hernandez [ctb] (<https://orcid.org/0000-0001-7459-3329>)
MaintainerJaime Mosquera <jmosquerag@unal.edu.co>
LicenseGPL-3
Version4.0.0
URL https://jaimemosg.github.io/EstimationTools/ https://github.com/Jaimemosg/EstimationTools
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EstimationTools")

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EstimationTools documentation built on Dec. 10, 2022, 9:07 a.m.