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