Displaying 3 results from an estimated 3 matches for "mlecens".
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clemens
2010 Feb 04
0
Update of interval package
...aded an update of the interval package, which calculates nonparametric maximum likelihood estimates (NPMLE) of distributions and exact or asymptotic weighted logrank-type tests for interval censored data. An important part of the update is that now the default initial estimate of the NPMLE uses the MLEcens package and is much faster. This increases the speed of the logrank-type tests as well. Other changes are listed in the NEWS file.
For details on the package see vignette("intervalPaper").
Mike
******************************************************************
Michael P. Fay, PhD
Mathe...
2010 Feb 04
0
Update of interval package
...aded an update of the interval package, which calculates nonparametric maximum likelihood estimates (NPMLE) of distributions and exact or asymptotic weighted logrank-type tests for interval censored data. An important part of the update is that now the default initial estimate of the NPMLE uses the MLEcens package and is much faster. This increases the speed of the logrank-type tests as well. Other changes are listed in the NEWS file.
For details on the package see vignette("intervalPaper").
Mike
******************************************************************
Michael P. Fay, PhD
Mathe...
2010 Jan 04
2
MLE optimization
Folks,
I'm kind of newbie in R, but with some background in Matlab and VBA
programming. Last month I was implementing a Maximum Likelihood Estimation
in Matlab, but the algorithms didn't converge. So my academic advisor
suggested using R. My problem is: estimate a mean reverting jump diffusion
parameters. I've succeeded in deriving the likelihood function (which looks
like a gaussian