bcgov / bcgov/ssdtools

Fix n-1 parameters for distributions such as lnorm with MLEs

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#400 0 comments 0 reactions 0 assignees View on GitHub
Difficulty: 2 Intermediate Effort: 2 Medium Priority: 2 High Technical Committee :busts_in_silhouette: Type: Enhancement
Dominant language
R
Stars
39
Forks
21
Avg merge
9h 38m
Merged PRs (30d)
2

Description

Expected to provide a speed gain (could examine)
Loses SE on parameter estimate which not a problem as get CIs by bootstrapping
Requires at least one parameter estimate to be optimized.
Not a general solution for censored data (appears to be ok for invpareto which uses max of right but would fail if right = Inf)

Contributor guide

Open the contributing guide

Research direction

Start by locating the distribution-fitting entry points for lnorm and other distributions that use MLEs, then inspect how n-1 parameters and censored data are handled. The issue notes expected speed gains, lost standard errors, an optimization requirement, and an invpareto edge case; done should address the intended cases without claiming a general censored-data solution.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Bug
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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