ExGaussEstim: Quantile Maximization Likelihood Estimation and BayesianEx-Gaussian Estimation
Presents two methods to estimate the parameters 'mu', 'sigma', and 'tau' of an ex-Gaussian distribution. Those methods are Quantile Maximization Likelihood Estimation ('QMLE') and Bayesian. The 'QMLE' method allows a choice between three different estimation algorithms for these parameters : 'neldermead' ('NEMD'), 'fminsearch' ('FMIN'), and 'nlminb' ('NLMI'). For more details about the methods you can refer at the following list: Brown, S., & Heathcote, A. (2003) <doi:10.3758/BF03195527>; McCormack, P. D., & Wright, N. M. (1964) <doi:10.1037/h0083285>; Van Zandt, T. (2000) <doi:10.3758/BF03214357>; El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021) <doi:10.19139/soic-2310-5070-1251>; Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995) <doi:10.2307/2986138>.
| Version: | 0.1.2 |
| Imports: | pracma, stats,nloptr,invgamma,dlm,fitdistrplus,gamlss.dist |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2023-10-06 |
| DOI: | 10.32614/CRAN.package.ExGaussEstim |
| Author: | Yousri SLAOUI [aut], Abir EL HAJ [aut, ctb], Alandra ZAKKOUR [aut], Caroline BORDES [aut, ctb], Cyril PERRET [aut], Jean DUMONCEL [aut, cre] |
| Maintainer: | Jean DUMONCEL <jean.dumoncel at univ-poitiers.fr> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | ExGaussEstim results |
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