R package to manage ftype estimation architecture.
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Brian Albert Monroe 7b05b54c38
fix: get_rcenv now actually returns the environment
3 months ago
R fix: get_rcenv now actually returns the environment 3 months ago
man cvb: Begin inst_adjust function 3 months ago
tests tests: Add cvb tests for covar_sanitize 3 months ago
.Rbuildignore README: Update the goals 1 year ago
.drone.yml deriv: Remove cat message indicating no definite hessian 1 year ago
.gitignore tests: Add in tests using testthat 1 year ago
DESCRIPTION fix: get_rcenv now actually returns the environment 3 months ago
NAMESPACE cvb: Begin inst_adjust function 3 months ago
README.md grad: Replace numDeriv with homemade gradient functions 5 months ago

README.md

RC Estimation

Build Status

This package provides functions to the direct estimation of "ftypes", a format I've developed to aid the estimation of structural models. Generic functions to do any maximum likelihood estimate, and delta method functions to do non-linear wald tests are also provided.

The delta methods were derived because the nlWaldtest package didn't allow for arbitrary functional transformations of parameters. The delta methods are provided here because they are most useful when combined with the results from the top_llfun, but can be used for any set of estimates and covariance matrix.

Goals