OneStep: One-Step Estimation
Provide principally an eponymic function that numerically computes the Le Cam one-step estimator which is asymptotically efficient (see e.g. L. Le Cam (1956) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples.
| Version: |
0.9.2 |
| Depends: |
fitdistrplus, numDeriv, parallel |
| Suggests: |
actuar |
| Published: |
2021-01-15 |
| Author: |
Alexandre Brouste, Darel Noutsa Mieniedou, Christophe Dutang |
| Maintainer: |
Christophe Dutang <christophe.dutang at ensimag.fr> |
| Contact: |
Alexandre Brouste, Darel Noutsa Mieniedou, Christophe Dutang
<onestep@univ-lemans.fr> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Citation: |
OneStep citation info |
| Materials: |
NEWS |
| In views: |
Distributions |
| CRAN checks: |
OneStep results |
Documentation:
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