qsd: A normal model

Description Usage Format Details Author(s)


A statistical model of random numbers




A list object named 'qsd' of class QLmodel with additional elements


This is a pedagogic example of a simulated data set for quasi-likelihood estimation using normally distributed random numbers. The model outcome is a vector of summary statistics, that is, simply the median and mean average deviation of n=10 random numbers, which is evaluated at the model parameter θ=(μ,σ) with mean μ and standard deviation σ as the parameters of the normal distribution. We estimate the model parameter given a specific "observation" of those summary statistics. Clearly, maximum likelihood estimation would be the method of first choice if we had a real sample of observations. However, this example is used to demonstrate the basic workflow of estimating the model parameter. We use this model as a standard example in the package documentation.


M. Baaske

qle documentation built on May 2, 2019, 9:55 a.m.