Nothing
OneStep: One-Step Estimation
Provide principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Alexandre Brouste [aut] (<https://orcid.org/0000-0001-6719-7432>), Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Darel Noutsa Mieniedou [ctb] |
| Maintainer | Christophe Dutang <dutangc@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.9.4 |
| URL | https://journal.r-project.org/archive/2021/RJ-2021-044/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the OneStep package in your browser
Any scripts or data that you put into this service are public.
