SemiEstimate: Solve Semi-Parametric Estimation by Implicit Profiling

Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit profiling method<arXiv:2108.07928> is an improved method of two-step NR iteration especially for the implicit-bundled type of the parametric part and non-parametric part. This package provides a function semislv() supporting the above two methods and numeric derivative approximation for unprovided Jacobian matrix.

Package details

AuthorJinhua Su [aut, cre] (<>)
MaintainerJinhua Su <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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SemiEstimate documentation built on Sept. 6, 2021, 9:12 a.m.