MLEce: Asymptotic Efficient Closed-Form Estimators for Multivariate Distributions

Asymptotic efficient closed-form estimators (MLEces) are provided in this package for three multivariate distributions(gamma, Weibull and Dirichlet) whose maximum likelihood estimators (MLEs) are not in closed forms. Closed-form estimators are strong consistent, and have the similar asymptotic normal distribution like MLEs. But the calculation of MLEces are much faster than the corresponding MLEs. Further details and explanations of MLEces can be found in. Jang, et al. (2023) <doi:10.1111/stan.12299>. Kim, et al. (2023) <doi:10.1080/03610926.2023.2179880>.

Version: 2.1.0
Depends: R (≥ 4.2.0)
Imports: nleqslv, LaplacesDemon, sirt, ggplot2, reshape , mvtnorm
Published: 2023-09-27
DOI: 10.32614/CRAN.package.MLEce
Author: Jun Zhao [aut, cre, com], Yu-Kwang Kim [aut], Yu-Hyeong Jang [aut], Jae Ho Chang [aut], Sang Kyu Lee [aut], Hyoung-Moon Kim [aut, ths]
Maintainer: Jun Zhao <zhaojun2021 at>
License: GPL-2
NeedsCompilation: no
CRAN checks: MLEce results


Reference manual: MLEce.pdf


Package source: MLEce_2.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): MLEce_2.1.0.tgz, r-oldrel (arm64): MLEce_2.1.0.tgz, r-release (x86_64): MLEce_2.1.0.tgz, r-oldrel (x86_64): MLEce_2.1.0.tgz
Old sources: MLEce archive


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