README.md

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EstimationTools

The goal of EstimationTools is to provide a routine for parameter estimation of probability density/mass functions in R.

Installation

You can install the lastest version of EstimationTools typing the following command lines in R console:

if (!require('devtools')) install.packages('devtools')
devtools::install_github('Jaimemosg/EstimationTools', force = TRUE)
library(EstimationTools)

Or you can install the released version from CRAN if you prefer. You can also type the following command lines in R console:

install.packages("EstimationTools")

You can visit the package website to explore the vignettes (articles) and functions reference.

Example

This is a basic example which shows you how to solve a common maximum likelihood estimation problem with EstimationTools:


\begin{aligned} 
X &\sim N(\mu, \:\sigma^2) \\
\mu &= 160 \quad (\verb|mean|) \\
\sigma &= 6 \quad (\verb|sd|)
\end{aligned}

The solution for a data set generated with size n=10000 is showed below

library(EstimationTools)

x <- rnorm( n = 10000, mean = 160, sd = 6 )
fit <- maxlogL( x = x, dist = "dnorm", link = list(over = "sd", fun = "log_link") )
summary(fit)
#> _______________________________________________________________
#> Optimization routine: nlminb 
#> Standard Error calculation: Hessian from optim 
#> _______________________________________________________________
#>       AIC      BIC
#>   64214.4 64228.82
#> _______________________________________________________________
#> _______________________________________________________________
#>      Estimate  Std. Error
#> mean  160.0782     0.0600
#> sd      5.9989     0.0424
#> _______________________________________________________________


Jaimemosg/EstimationTools documentation built on Nov. 8, 2019, 9:40 a.m.