estimators

From MaRDI portal
Software:5978543



CRANestimatorsMaRDI QIDQ5978543FDOQ5978543

Parameter Estimation

Samis Trevezas, Ioannis Oikonomidis

Last update: 8 January 2024

Copyright license: GNU General Public License

Software version identifier: 0.7.3

Implements estimation methods for parameters of common distribution families. The common d, p, q, r function family for each distribution is enriched with the ll, e, and v counterparts, computing the log-likelihood, performing estimation, and calculating the asymptotic variance - covariance matrix, respectively. Parameter estimation is performed analytically whenever possible.





This page was built for software: estimators