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Description

Maximum Likelihood Estimation for Probability Functions from Data Sets.

Total Time on Test plot and routines for parameter estimation of any lifetime distribution implemented in R via maximum likelihood (ML) given a data set. It is implemented thinking on parametric survival analysis, but it feasible to use in parameter estimation of probability density or mass functions in any field. The main routines 'maxlogL' and 'maxlogLreg' are wrapper functions specifically developed for ML estimation. There are included optimization procedures such as 'nlminb' and 'optim' from base package, and 'DEoptim' Mullen (2011) <doi: 10.18637/jss.v040.i06>. Standard errors are estimated with 'numDeriv' Gilbert (2011) <https://CRAN.R-project.org/package=numDeriv> or the option 'Hessian = TRUE' of 'optim' function.

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EstimationTools

The goal of EstimationTools is to provide tools and routines for maximum likelihood estimation of probability density/mass functions in R.

Installation

You can install the latest version (4.0.0) of EstimationTools typing the following command lines in R console:

if (!require('devtools')) install.packages('devtools')
devtools::install_github('Jaimemosg/EstimationTools', force = TRUE)
library(EstimationTools)

Or you can install the released version (4.0.0) from CRAN if you prefer. You can also type the following command lines in R console:

install.packages("EstimationTools")

You can visit the package website to explore the functions reference and our vignettes (articles).

Examples

You can visit our estimation vignette to see the examples.

Metadata

Version

4.0.0

License

Unknown

Platforms (75)

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