MCEstimate-class {distrMod}R Documentation

MCEstimate-class.

Description

Class of minimum criterion estimates.

Objects from the Class

Objects can be created by calls of the form new("MCEstimate", ...). More frequently they are created via the generating functions MCEstimator, MDEstimator or MLEstimator.

Slots

name:
Object of class "character": name of the estimator.
estimate:
Object of class "ANY": estimate.
estimate.call:
Object of class "call": call by which estimate was produced.
criterion:
Object of class "numeric": minimum value of the considered criterion.
criterion.fct:
Object of class "function": the considered criterion function; used for compatibility with class "mle" from package stats4; should be a function returning the criterion; i.e. a numeric of length 1 and should have as arguments all named components of argument untransformed.estimate
method:
Object of class "character": the method by which the estimate was calculated, i.e.; "optim", "optimize", or "explicit calculation"; used for compatibility with class "mle" from package stats4, could be any character value.
Infos:
object of class "matrix" with two columns named method and message: additional informations.
asvar:
object of class "OptionalMatrix" which may contain the asymptotic (co)variance of the estimator.
samplesize:
object of class "numeric" — the samplesize at which the estimate was evaluated.
nuis.idx:
object of class "OptionalNumeric": indices of estimate belonging to the nuisance part
untransformed.estimate:
Object of class "ANY": untransformed estimate.
untransformed.asvar:
object of class "OptionalNumericOrMatrix" which may contain the asymptotic (co)variance of the untransformed estimator.

Extends

Class "Estimate", directly.

Methods

criterion
signature(object = "MCEstimate"): accessor function for slot criterion.
criterion<-
signature(object = "MCEstimate"): replacement function for slot criterion.
criterion.fct
signature(object = "MCEstimate"): accessor function for slot criterion.fct.
show
signature(object = "Estimate")
coerce
signature(from = "MCEstimate", to = "mle"): create a "mle" object from a "MCEstimate" object
profile
signature(fitted = "MCEstimate"): coerces fitted to class "mle" and then calls the corresponding profile-method from package stats4; for details we confer to the corresponding man page.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de

See Also

Estimate-class, MCEstimator, MDEstimator, MLEstimator

Examples

## (empirical) Data
x <- rgamma(50, scale = 0.5, shape = 3)

## parametric family of probability measures
G <- GammaFamily(scale = 1, shape = 2)

MDEstimator(x, G)
(m <- MLEstimator(x, G))
m.mle <- as(m,"mle")
par(mfrow=c(1,2))
plot(profile(m))

[Package distrMod version 2.0.7 Index]