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This package provides a routine for parameter estimation for any probability density or mass function implemented in R via maximum likelihood given a data set. 🔍💻
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EstimationTools

The goal of EstimationTools is to provide a routine for parameter estimation of probability density/mass functions in R.

Installation

You can install the last version 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 from CRAN if you prefer. You can also type the following command lines in R console:

install.packages("EstimationTools")

Example

This is a basic example which shows you how to solve a common maximum likelihood estimation problem with EstimationTools:

 \begin{aligned} X &\sim N(\mu, \:\sigma^2) \\ \mu &= 160 \\ \sigma &= 6 \end{aligned}

The solution for a data set generated with size n=10000 is showed below

library(EstimationTools)

x <- rnorm( n = 10000, mean = 160, sd = 6 )
fit <- maxlogL( x = x, dist = "dnorm", link = list(over = "sd", fun = "log_link") )
summary(fit)
#> ---------------------------------------------------------------
#> Optimization routine: nlminb 
#> Standard Error calculation: Hessian from optim 
#> ---------------------------------------------------------------
#>        AIC      BIC
#>   64440.99 64436.99
#> ---------------------------------------------------------------
#>      Estimate  Std. Error
#> mean  160.0513     0.0607
#> sd      6.0673     0.0429
#> -----
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