mbaaske/qle: Simulation-Based Quasi-Likelihood Estimation

A simulation-based quasi-likelihood method (Baaske, M., Ballani, F., v.d. Boogaart, K.G. (2014) <doi:10.5566/ias.v33.p107-119>) for parameter estimation of parametric statistical models for which closed-form representations of distributional characteristics are unavailable and can only be obtained by computationally intensive simulations of the model.

Getting started

Package details

AuthorMarkus Baaske [aut, cre, cph], K. Gerald van den Boogaart [ths]
MaintainerMarkus Baaske <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
mbaaske/qle documentation built on Feb. 3, 2018, 11:02 a.m.