SemiEstimate: Solve Semi-Parametric Estimation by Implicit Profiling
Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit profiling method<doi:10.48550/arXiv.2108.07928> is an improved method of two-step NR iteration especially for the implicit-bundled type of the parametric part and non-parametric part. This package provides a function semislv() supporting the above two methods and numeric derivative approximation for unprovided Jacobian matrix.
Version: |
1.1.3 |
Suggests: |
knitr, rmarkdown, numDeriv, purrr, rlang, testthat (≥
3.0.0), BB, nleqslv, splines2 |
Published: |
2021-09-06 |
DOI: |
10.32614/CRAN.package.SemiEstimate |
Author: |
Jinhua Su [aut,
cre] |
Maintainer: |
Jinhua Su <944866518 at qq.com> |
License: |
MIT + file LICENSE |
NeedsCompilation: |
no |
Materials: |
README, NEWS |
CRAN checks: |
SemiEstimate results |
Documentation:
Downloads:
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