https://github.com/thechibo/estim
Distribution Parameter Estimation - DEPRECATED - please use https://github.com/thechibo/joker
https://github.com/thechibo/estim
estimation maximum-likelihood-estimation moment-estimation probability-distribution r r-package statistics
Last synced: about 1 month ago
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Distribution Parameter Estimation - DEPRECATED - please use https://github.com/thechibo/joker
- Host: GitHub
- URL: https://github.com/thechibo/estim
- Owner: thechibo
- License: gpl-3.0
- Created: 2023-03-07T10:49:59.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2025-04-25T16:45:30.000Z (9 months ago)
- Last Synced: 2025-11-20T21:14:03.946Z (about 2 months ago)
- Topics: estimation, maximum-likelihood-estimation, moment-estimation, probability-distribution, r, r-package, statistics
- Language: R
- Homepage:
- Size: 10.4 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd
- Changelog: NEWS.md
- Contributing: .github/CONTRIBUTING.md
- License: LICENSE.md
- Code of conduct: .github/CODE_OF_CONDUCT.md
- Support: .github/SUPPORT.md
Awesome Lists containing this project
README
---
output: github_document
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# estimators 
[](https://CRAN.R-project.org/package=estimators)
[](https://github.com/thechibo/estim/actions/workflows/R-CMD-check.yaml)
[](https://app.codecov.io/gh/thechibo/estim?branch=main)
**Notice**: This package is no longer maintained and will be archived on the 1st of June 2025.
Please switch to the new package: [`joker`](https://github.com/thechibo/joker).
## Introduction
The `estimators` R package develops an S4 distribution system and performs parameter estimation in common distribution families, making well-established and state-of-the-art methods more accessible.
### Key Features
1. The common d, p, q, r function family for each distribution (e.g. dnorm, pnorm, qnorm, rnorm) is enriched with
- the ll counterpart (e.g. llnorm) that calculates the log-likelihood,
- the e counterpart (e.g. enorm) that performs parameter estimation,
- the v counterpart (e.g. vnorm) that calculates the asymptotic variance-covariance matrix of an estimator.
2. An S4-class distribution system is developed, allowing the generic evaluation of the dpqr function family and basic distribution calculus.
3. Moment functions (mean, median, mode, var, sd, skew, kurt) as well as functions that calculate the entropy and the Fisher Information are available for all distributions.
4. Distributions not included in base R are made available, such as the Dirichlet and the Multivariate Gamma.
5. Parameter estimation is performed analytically instead of numerically for the estimators that can be expressed explicitly.
6. Numerical optimization of the MLE (whenever required, e.g. the Beta and Gamma distributions) is performed with computational efficiency, taking advantage of the score equation system to reduce the dimensionality of the optimization.
7 Functions to compute and plot common estimator metrics (bias, variance, and RMSE) are included in the package to allow the convenient study and comparison of the estimators.
## Installation
You can install the release version of `estimators` from CRAN by running the following line of code:
```{r, eval=FALSE}
install.packages("estimators")
```
You can install the development version of `estimators` from github by running the following line of code:
```{r, eval=FALSE}
devtools::install_github("thechibo/estim")
```
More details can be found in the [estim Github repository](https://github.com/thechibo/estim "estim Github repository").
## Documentation
Detailed documentation, along with reproducible examples, can be found in the package vignette `vignette(topic = "estimators", package = "estimators")`.
## Team
The `estimators` package is developed in the
[Mathematics Department](https://en.math.uoa.gr/ "Mathematics Department Homepage") of the [University of Athens](https://en.uoa.gr/ "University of Athens Homepage"). The package maintainer is [Ioannis Oikonomidis](http://users.uoa.gr/~goikon/ "Ioannis Oikonomidis Homepage"), working under the supervision of [Prof. Samis Trevezas](http://scholar.uoa.gr/strevezas/ "Samis Trevezas Homepage").