MLE_location: The MLE estimator of Laha (2020).

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/MLE.R

Description

Suppose n univariate observations are sampled from a density f(x-m) where m is the location parameter and f is an unknown symmetric density. This function computes a one step estimator to estimte m. This estimator uses the log-concave MLE estimator from the package logcondens.mode to estimate f.

Usage

1
MLE_location(x, alpha = 0.05)

Arguments

x

An array of length n; represents the data.

alpha

The confidence level for the confidence bands. An (1-alpha) percent confidence interval is constructed. Alpha should lie in the interval (0, 0.50). The default value is 0.05.

Value

A list of length two.

Author(s)

Nilanjana Laha (maintainer), nlaha@hsph.harvard.edu.

References

Laha N. (2020). Location estimation for symmetric and log-concave densities. submitted.

See Also

p.mle, s.sym

Examples

1
x <- rnorm(100); MLE_location(x)

nilanjanalaha/log.location documentation built on Dec. 31, 2020, 12:07 a.m.