mle_boot: Bootstrapped MLE

In queelius/algebraic.mle: Algebraic Maximum Likelihood Estimators

Bootstrapped MLE

Description

Sometimes, the large sample asymptotic theory of MLEs is not applicable. In such cases, we can use the bootstrap to estimate the sampling distribution of the MLE.

Usage

mle_boot(x)

Arguments

x	the 'boot' return value

Details

This takes an approach similiar to the 'mle_numerical' object, which is a wrapper for a 'stats::optim' return value, or something that is compatible with the 'optim' return value. Here, we take a 'boot' object, which is the sampling distribution of an MLE, and wrap it in an 'mle_boot' object and then provide a number of methods for the 'mle_boot' object that satisfies the concept of an 'mle' object.

Look up the 'boot' package for more information on the bootstrap.

Value

an 'mle_boot' object (wrapper for 'boot' object)

queelius/algebraic.mle documentation built on Jan. 29, 2025, 3:23 p.m.