ExGaussEstim: Quantile Maximization Likelihood Estimation and Bayesian
Ex-Gaussian Estimation
Presents two methods to estimate the parameters 'mu', 'sigma', and 'tau' of an ex-Gaussian distribution. Those methods are Quantile Maximization Likelihood Estimation ('QMLE') and Bayesian. The 'QMLE' method allows a choice between three different estimation algorithms for these parameters : 'neldermead' ('NEMD'), 'fminsearch' ('FMIN'), and 'nlminb' ('NLMI'). For more details about the methods you can refer at the following list: Brown, S., & Heathcote, A. (2003) <doi:10.3758/BF03195527>; McCormack, P. D., & Wright, N. M. (1964) <doi:10.1037/h0083285>; Van Zandt, T. (2000) <doi:10.3758/BF03214357>; El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021) <doi:10.19139/soic-2310-5070-1251>; Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995) <doi:10.2307/2986138>.
| Version: |
0.1 |
| Imports: |
pracma, stats, nloptr, invgamma, HI, fitdistrplus, gamlss.dist |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2022-08-23 |
| Author: |
Yousri SLAOUI 
[aut, cre],
Abir EL HAJ [aut,
ctb],
Caroline BORDES [aut, ctb],
Cyril PERRET
[aut] |
| Maintainer: |
Yousri SLAOUI <Yousri.Slaoui at math.univ-poitiers.fr> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
ExGaussEstim results |
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