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.
- Version0.9.4
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- OneStep citation info
- Last release10/17/2024
Documentation
Team
- Christophe DutangMaintainerShow author details
- Alexandre Brouste
- Darel Noutsa MieniedouShow author detailsRolesContributor
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Dependencies
- Depends3 packages
- Suggests1 package