SemiEstimate: Solve Semi-Parametric Estimation by Implicit Profiling
Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit profiling method<doi:10.48550/arXiv.2108.07928> is an improved method of two-step NR iteration especially for the implicit-bundled type of the parametric part and non-parametric part. This package provides a function semislv() supporting the above two methods and numeric derivative approximation for unprovided Jacobian matrix.
| Version: | 1.1.3 |
| Suggests: | knitr,rmarkdown,numDeriv,purrr,rlang,testthat (≥3.0.0),BB,nleqslv,splines2 |
| Published: | 2021-09-06 |
| DOI: | 10.32614/CRAN.package.SemiEstimate |
| Author: | Jinhua Su [aut, cre] |
| Maintainer: | Jinhua Su <944866518 at qq.com> |
| License: | MIT + fileLICENSE |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| CRAN checks: | SemiEstimate results |
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