meRes: helper functions for mceCalc and mleCalc

In distrMod: Object Oriented Implementation of Probability Models

helper functions for mceCalc and mleCalc

Description

helper functions to produce consistent lists to be digested in functions mceCalc and mleCalc

Usage

meRes(x, estimate, criterion.value, param, crit.fct, method = "explicit solution",
      crit.name = "Maximum Likelihood", Infos, warns = "", startPar = NULL,
      optReturn = NULL)
get.criterion.fct(theta, Data, ParamFam, criterion.ff, fun, ...)
## S4 method for signature 'numeric'
samplesize(object)

Arguments

x	numeric; the data at which to evaluate the estimate
estimate	numeric; the estimate
criterion.value	numeric; the value of the criterion
param	object of class ParamFamParameter; the parameter value
crit.fct	a function to fill slot minuslogl when an object of class MCEstimate is coerced to class mle (from package stats4); to this end function get.criterion.fct (also see details below) is helpful (at least if the dimension of the estimator is larger than 1).
method	character; describes how the estimate was obtained
crit.name	character; name of the criterion
Infos	optional matrix of characters in two columns; information to be attached to the estimate
warns	collected warnings in optimization
samplesize	numeric; the sample size at which the estimator was evaluated
theta	the parameter value as named numeric vector
Data	numeric; the data at which to evaluate the MCE
ParamFam	an object of class ParamFamily; the parametric family at which to evaluate the MCE
criterion.ff	the criterion function used in the MCE
fun	wrapper to the criterion function used in the MCE (with certain checking whether parameter value is permitted and possibly penalizing if not; see code to , for example.)
startPar	value of argument StartPar — starting parameter used.
optReturn	object of class "ANY" the return value of the optimizer (or NULL if, e.g., closed form solutions are used).
...	further arguments to be passed to optim / optimize
object	numeric; the data at which to evaluate the estimate

Details

get.criterion.fct produces a function criterion.fct to fill slot minuslogl when an object of class MCEstimate is coerced to class mle (from package stats4); this way we may use profiling methods introduced there also for objects of our classes. More specifically, we produce a function where all coordinates/components of theta appear as separate named arguments, which then calls fun with these separate arguments again stacked to one (named) vector argument;

samplesize determines the samplesize of argument object,i.e.; if object has an attribute dim, it returns dim(object)[2], else length(object).

Value

meRes	a list of prescribed structure to be digested in functions mceCalc and mleCalc by the internal helper function .process.meCalcRes.
get.criterion.fct	a function; see details below;
samplesize	numeric

Author(s)

Peter Ruckdeschel [e-mail]

distrMod documentation built on Jan. 31, 2024, 3:06 a.m.