Estimator: Function to compute estimates

In distrMod: Object Oriented Implementation of Probability Models

Function to compute estimates

Description

The function Estimator provides a general way to compute estimates.

Usage

Estimator(x, estimator, name, Infos, asvar = NULL, nuis.idx,
          trafo = NULL, fixed = NULL, asvar.fct, na.rm = TRUE, ...,
          ParamFamily = NULL, .withEvalAsVar = TRUE)

Arguments

x	(empirical) data
estimator	function: estimator to be evaluated on x.
name	optional name for estimator.
Infos	character: optional informations about estimator
asvar	optionally the asymptotic (co)variance of the estimator
nuis.idx	optionally the indices of the estimate belonging to nuisance parameter
fixed	optionally (numeric) the fixed part of the parameter
trafo	an object of class MatrixorFunction – a transformation for the main parameter
asvar.fct	optionally: a function to determine the corresponding asymptotic variance; if given, asvar.fct takes arguments L2Fam(the parametric model as object of class L2ParamFamily) and param (the parameter value as object of class ParamFamParameter); arguments are called by name; asvar.fct may also process further arguments passed through the ... argument.
na.rm	logical: if TRUE, the estimator is evaluated at complete.cases(x).
...	further arguments to estimator.
ParamFamily	an optional object of class ParamFamily. Passed on to asvar.fct to compute asymptotic variances.
.withEvalAsVar	logical: shall slot asVar be evaluated (if asvar.fct is given) or just the call be returned?

Details

The argument criterion has to be a function with arguments the empirical data as well as an object of class "Distribution" and possibly ....

Value

An object of S4-class "Estimate".

Author(s)

Matthias Kohl [e-mail],
Peter Ruckdeschel [e-mail]

See Also

Estimate-class

Examples

x <- rnorm(100)
Estimator(x, estimator = mean, name = "mean")

X <- matrix(rnorm(1000), nrow = 10)
Estimator(X, estimator = rowMeans, name = "mean")

distrMod documentation built on Nov. 16, 2022, 9:07 a.m.