Description
One-Step Estimation.
Description
Provide principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>.
README.md
OneStep: Le Cam's One-Step Estimation
OneStep provides principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956)) and can be computed faster than the maximum likelihood estimator for large observation samples
The package
The stable version of OneStep can be installed from CRAN using:
install.packages("OneStep")
Finally load the package in your current R session with the following R command:
library(OneStep)
Documentation
The overall documentation is available at
help(OneStep)