mceCalc-methods {distrMod}R Documentation

Methods for functions mceCalc and mleCalc in Package ‘distrMod’

Description

Methods for functions mceCalc and mleCalc in package distrMod;

Usage

mceCalc(x, PFam, ...)
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, ParamFamily':
mceCalc(x, PFam, criterion, 
                   startPar = NULL, penalty = 0, crit.name,
                   Infos = NULL, ...)
## S4 method for signature 'numeric, ParamFamily':
mleCalc(x, PFam, startPar = NULL, 
                   penalty = 0, Infos = NULL, ...)
## S4 method for signature 'numeric, BinomFamily':
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, PoisFamily':
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, NormLocationFamily':
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, NormScaleFamily':
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric,
##   NormLocationScaleFamily':
mleCalc(x, PFam, ...)

Arguments

x numeric; data at which to evaluate the estimator
PFam an object of class ParamFamily; the parametric family at which to evaluate the estimator
criterion a function measuring the ``goodness of fit''
startPar in case optim is used: a starting value for the parameter fit; in case optimize is used: a vector containing a search interval for the (one-dim) parameter
penalty numeric; penalizes non-permitted parameter values
crit.name character; the name of the criterion; may be missing
Infos matrix; info slot to be filled in object of class MCEstimate; may be missing
... additional argument(s) for optim / optimize

Details

mceCalc is used internally by function MCEstimator to allow for method dispatch according to argument PFam; similarly, and for the same purpose mleCalc is used internally by function MLEstimator. This way we / or any other developper can write particular methods for special cases where we may avoid using numerical optimization without interfering with existing code. For programming one's own mleCalc / mceCalc methods, there is the helper function meRes to produce consistent return values.

Value

a list with components

estimate — the estimate as a named vector of numeric
criterion — the criterion value (i.e.; a numeric of length 1); e.g. the neg. log likelihood
est.name — the name of the estimator
param — estimate coerced to class ParamFamParameter
crit.fct — a function with the named components of theta as arguments returning the criterion value; used for profiling / coercing to class mle
method — a character reporting how the estimate was obtained, i.e., by optim, by optimize or by explicit calculations
crit.name character; the name of the criterion; may be ""
Infos matrix; info slot to be filled in object of class MCEstimate; may be NULL
samplesize numeric; sample size of x

[Package distrMod version 2.0.7 Index]