Quantile Maximization Likelihood Estimation and Bayesian Ex-Gaussian Estimation
Overview
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.
Install
Health
NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespace in Imports field not imported from: ‘gamlss.dist’ All declared Imports should be used.
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 50%1 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing ExGaussEstim adds 7 packages (4 with compiled code, 9.9 MB of source tarballs). Heaviest: invgamma 2.5 MB, fitdistrplus 2.4 MB, nloptr 2.1 MB.
Code & Tests
People & History
Previously maintained by Yousri SLAOUI (0.1).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.2Latest
- unarchivedReturned to CRAN2023-09-25
- 0.1.12023-09-25 · diff ↗
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-10-23requires archived package 'HI'
- 0.12022-08-23
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-08-23
- Total releases
- 3 / 4 yrs
- License
- GPL-2 OSI
- Download size
- 6.1 KB
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