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bsaul
geex:An API for M-Estimation
Provides a general, flexible framework for estimating parameters and empirical sandwich variance estimator from a set of unbiased estimating equations (i.e., M-estimation in the vein of Stefanski & Boos (2002) <doi:10.1198/000313002753631330>). All examples from Stefanski & Boos (2002) are published in the corresponding Journal of Statistical Software paper "The Calculus of M-Estimation in R with geex" by Saul & Hudgens (2020) <doi:10.18637/jss.v092.i02>. Also provides an API to compute finite-sample variance corrections.
Maintained by Bradley Saul. Last updated 11 months ago.
asymptoticscovariance-estimatescovariance-estimationestimate-parametersestimating-equationsestimationinferencem-estimationrobustsandwich
8 stars 7.70 score 131 scripts 2 dependents
cran
qape:Quantile of Absolute Prediction Errors
Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added. Y pop is defined.
Maintained by Alicja Wolny-Dominiak. Last updated 2 years ago.
1.00 score