OneStep: One-Step Estimation
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>.
| Version: | 0.9.4 |
| Depends: | fitdistrplus,numDeriv, parallel,extraDistr |
| Suggests: | actuar |
| Published: | 2024-10-17 |
| DOI: | 10.32614/CRAN.package.OneStep |
| Author: | Alexandre Brouste [aut], Christophe Dutang [aut, cre], Darel Noutsa Mieniedou [ctb] |
| Maintainer: | Christophe Dutang <dutangc at gmail.com> |
| Contact: | Alexandre Brouste, Christophe Dutang <onestep@univ-lemans.fr> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://journal.r-project.org/archive/2021/RJ-2021-044/ |
| NeedsCompilation: | no |
| Citation: | OneStep citation info |
| Materials: | README,NEWS |
| In views: | Distributions |
| CRAN checks: | OneStep results |
Documentation:
| Reference manual: | OneStep.html ,OneStep.pdf |
Downloads:
| Package source: | OneStep_0.9.4.tar.gz |
| Windows binaries: | r-devel:OneStep_0.9.4.zip, r-release:OneStep_0.9.4.zip, r-oldrel:OneStep_0.9.4.zip |
| macOS binaries: | r-release (arm64):OneStep_0.9.4.tgz, r-oldrel (arm64):OneStep_0.9.4.tgz, r-release (x86_64):OneStep_0.9.4.tgz, r-oldrel (x86_64):OneStep_0.9.4.tgz |
| Old sources: | OneStep archive |
Linking:
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