Parameter Estimation Evaluation.

A function to evaluate the parameter estimation function.

eval.estimation(
  rdist,
  edist,
  n = 20,
  rep.num = 1000,
  params,
  method = "numerical.MLE"
)

Arguments

rdist

Random variable generating function.

edist

Parameter estimation function.

n

Sample size.

rep.num

Number of replicates.

params

True parameters of the distribution.

method

Estimation method.

Value

A list containing the mean and sd of the estimated parameters.

na.cont returns the number of "na"s that appeared in the parameter estimation.

Author

Haizhen Wu and A. Jonathan R. Godfrey.

Examples

eval.estimation(rdist = rBeta, edist = eBeta, n = 100, rep.num = 50,
params = list(shape1 = 1, shape2 = 5))
#> $method
#> [1] "numerical.MLE"
#> 
#> $est.mean
#> [1] 1.079359 5.533126
#> 
#> $est.sd
#> [1] 0.09603171 0.76199887
#> 
#> $time
#>    user  system elapsed 
#>   9.507   3.224   6.556 
#> 
#> $na.cont
#> [1] 0
#>