ExGaussEstim

Quantile Maximization Likelihood Estimation and Bayesian Ex-Gaussian Estimation

CRAN Package

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.

  • Version0.1.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release10/06/2023

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  • Imports6 packages
  • Suggests1 package