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The goal of EstimationTools is to provide a routine for parameter estimation of probability density/mass functions in R.

Installation

You can install the lastest version of EstimationTools typing the following command lines in R console:

Or you can install the released version from CRAN if you prefer. You can also type the following command lines in R console:

install.packages("EstimationTools")

You can visit the package website to explore the vignettes (articles) and functions reference.

Examples

These are basic examples which shows you how to solve a common maximum likelihood estimation problem with EstimationTools:

Estimation in regression models

We generate data from an hypothetic failure test of approximately 641 hours with 40 experimental units, 20 from group 1 and 20 from group 2. Lets assume a censorship rate of 10%, and regard that the data is right censored. Times from 6 of the 20 experimental units are shown just bellow:

The model is as follows:

f(t|\alpha, k) = \frac{\alpha}{k} \left(\frac{t}{k}\right)^{\alpha-1} \exp\left[-\left(\frac{t}{k}\right)^{\alpha}\right]

\begin{aligned} T &\stackrel{\text{iid.}}{\sim} WEI(\alpha,\: k), \\ \log(\alpha) &= 1.2 + 0.1 \times group \quad (\verb|shape|),\\ k &= 500 \quad (\verb|scale|). \end{aligned}

The implementation and its solution is printed below: