tem.corr: Bridging the singularity for higher order asymptotics

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tem.corrR Documentation

Bridging the singularity for higher order asymptotics

Description

The correction factor \log(q/r)/r for the likelihood root is unbounded in the vincinity of the maximum likelihood estimator. The thesis of Rongcai Li (University of Toronto, 2001) explores different ways of bridging this singularity, notably using asymptotic expansions.

Usage

tem.corr(fr, print.warning = FALSE)

Arguments

fr

an object of class fr

print.warning

logical; should warning message be printed? Default to FALSE

Details

The poor man's method used here consists in fitting a robust regression to 1/q-1/r as a function of r and using predictions from the model to solve for q. This approach is seemingly superior to that previously used in spline.corr.

Value

an object of class fr, containing as additional arguments spline and a modified rstar argument.


mev documentation built on Sept. 11, 2024, 8:14 p.m.