rmap.mle: Computes the distribution of 'g(x)' where 'x' is an 'mle'...

In queelius/algebraic.mle: Algebraic Maximum Likelihood Estimators

Computes the distribution of 'g(x)' where 'x' is an 'mle' object.

Description

By the invariance property of the MLE, if 'x' is an 'mle' object, then under the right conditions, asymptotically, 'g(x)' is normally distributed, g(x) ~ normal(g(point(x)),sigma) where 'sigma' is the variance-covariance of 'f(x)'

Usage

## S3 method for class 'mle'
rmap(x, g, ..., n = 1000L, method = c("mc", "delta"))

Arguments

x	an 'mle' object
g	a function
...	additional arguments to pass to the 'g' function
n	number of samples to take to estimate distribution of 'g(x)' if 'method == "mc"'.
method	method to use to estimate distribution of 'g(x)', "delta" or "mc".

Details

We provide two different methods for estimating the variance-covariance of 'f(x)': method = "delta" -> delta method method = "mc" -> monte carlo method

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