EstimationTools (Q83616)
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Maximum Likelihood Estimation for Probability Functions from Data Sets
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | EstimationTools |
Maximum Likelihood Estimation for Probability Functions from Data Sets |
Statements
9 September 2025
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Total Time on Test plot and routines for parameter estimation of any lifetime distribution implemented in R via maximum likelihood (ML) given a data set. It is implemented thinking on parametric survival analysis, but it feasible to use in parameter estimation of probability density or mass functions in any field. The main routines 'maxlogL' and 'maxlogLreg' are wrapper functions specifically developed for ML estimation. There are included optimization procedures such as 'nlminb' and 'optim' from base package, and 'DEoptim' Mullen (2011) <doi:10.18637/jss.v040.i06>. Standard errors are estimated with 'numDeriv' Gilbert (2011) <https://CRAN.R-project.org/package=numDeriv> or the option 'Hessian = TRUE' of 'optim' function.
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