One-Step Estimation

Provide principally an eponymic function that numerically computes the Le Cam one-step estimator which is asymptotically efficient (see e.g. L. Le Cam (1956) < https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples.


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Reference manual

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install.packages("OneStep")

0.9.1 by Christophe Dutang, 14 days ago


Browse source code at https://github.com/cran/OneStep


Authors: Alexandre Brouste , Darel Noutsa Mieniedou , Christophe Dutang


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on fitdistrplus, numDeriv

Suggests actuar


See at CRAN