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ExGaussEstim
View on CRAN: Click
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Download and install ExGaussEstim package within the R console
Install from CRAN:
install.packages("ExGaussEstim")
Install from Github:
library("remotes")
install_github("cran/ExGaussEstim") Install by package version:
library("remotes")
install_version("ExGaussEstim", "0.1.2") Attach the package and use:
library("ExGaussEstim")
Maintained by
Jean DUMONCEL
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[Scholar Profile | Author Map]
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First Published: 2022-08-23
Latest Update: 2023-10-06
Description:
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) ; McCormack, P. D., & Wright, N. M. (1964) ; Van Zandt, T. (2000) ; El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021) ; Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995) .
How to cite:
Jean DUMONCEL (2022). ExGaussEstim: Quantile Maximization Likelihood Estimation and Bayesian Ex-Gaussian Estimation. R package version 0.1.2, https://cran.r-project.org/web/packages/ExGaussEstim. Accessed 24 Oct. 2026.
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