OneStep provides principally an eponymic function thatnumerically computes the Le Cam’s one-step estimator for an independentand identically distributed sample. One-step estimation isasymptotically efficient (see L. Le Cam (1956)) and can be computedfaster than the maximum likelihood estimator for large observationsamples
The stable version ofOneStep can be installed from CRANusing:
install.packages("OneStep")Finally load the package in your current R session with the followingR command:
library(OneStep)The overall documentation is available at
help(OneStep)