SemiEstimate
Solve Semi-Parametric Estimation by Implicit Profiling
Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit profiling methoddoi: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.
- Version1.1.3
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release09/06/2021
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Jinhua Su
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