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: | 0.9.3 |
Depends: | fitdistrplus, numDeriv, parallel, extraDistr |
Suggests: | actuar |
Published: | 2024-02-23 |
DOI: | 10.32614/CRAN.package.OneStep |
Author: | Alexandre Brouste [aut], Christophe Dutang [aut, cre], Darel Noutsa Mieniedou [ctb] |
Maintainer: | Christophe Dutang <christophe.dutang at ensimag.fr> |
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: | NEWS |
In views: | Distributions |
CRAN checks: | OneStep results |
Reference manual: | OneStep.pdf |
Package source: | OneStep_0.9.3.tar.gz |
Windows binaries: | r-devel: OneStep_0.9.3.zip, r-release: OneStep_0.9.3.zip, r-oldrel: OneStep_0.9.3.zip |
macOS binaries: | r-release (arm64): OneStep_0.9.3.tgz, r-oldrel (arm64): OneStep_0.9.3.tgz, r-release (x86_64): OneStep_0.9.3.tgz, r-oldrel (x86_64): OneStep_0.9.3.tgz |
Old sources: | OneStep archive |
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