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: 0.1.2
Imports: pracma, stats, nloptr, invgamma, dlm, fitdistrplus, gamlss.dist
Suggests: testthat (≥ 3.0.0)
Published: 2023-10-06
DOI: 10.32614/CRAN.package.ExGaussEstim
Author: Yousri SLAOUI ORCID iD [aut], Abir EL HAJ ORCID iD [aut, ctb], Alandra ZAKKOUR [aut], Caroline BORDES [aut, ctb], Cyril PERRET ORCID iD [aut], Jean DUMONCEL ORCID iD [aut, cre]
Maintainer: Jean DUMONCEL <jean.dumoncel at univ-poitiers.fr>
License: GPL-2
NeedsCompilation: no
CRAN checks: ExGaussEstim results

Documentation:

Reference manual: ExGaussEstim.html , ExGaussEstim.pdf

Downloads:

Package source: ExGaussEstim_0.1.2.tar.gz
Windows binaries: r-devel: ExGaussEstim_0.1.2.zip, r-release: ExGaussEstim_0.1.2.zip, r-oldrel: ExGaussEstim_0.1.2.zip
macOS binaries: r-release (arm64): ExGaussEstim_0.1.2.tgz, r-oldrel (arm64): ExGaussEstim_0.1.2.tgz, r-release (x86_64): ExGaussEstim_0.1.2.tgz, r-oldrel (x86_64): ExGaussEstim_0.1.2.tgz
Old sources: ExGaussEstim archive

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