OneStep: 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.

Version: 0.9.1
Depends: fitdistrplus, numDeriv
Suggests: actuar
Published: 2020-09-16
Author: Alexandre Brouste, Darel Noutsa Mieniedou, Christophe Dutang
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
Contact: Alexandre Brouste, Darel Noutsa Mieniedou, Christophe Dutang <onestep@univ-lemans.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: OneStep citation info
Materials: NEWS
CRAN checks: OneStep results

Downloads:

Reference manual: OneStep.pdf
Package source: OneStep_0.9.1.tar.gz
Windows binaries: r-devel: OneStep_0.9.1.zip, r-release: OneStep_0.9.1.zip, r-oldrel: OneStep_0.9.1.zip
macOS binaries: r-release: OneStep_0.9.1.tgz, r-oldrel: OneStep_0.9.1.tgz
Old sources: OneStep archive

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