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ExGaussEstim

Quantile Maximization Likelihood Estimation and Bayesian Ex-Gaussian Estimation

v0.1.2 · Oct 6, 2023 · GPL-2

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) <doi:10.3758/BF03195527>; McCormack, P. D., & Wright, N. M. (1964) <doi:10.1037/h0083285>; Van Zandt, T. (2000) <doi:10.3758/BF03214357>; El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021) <doi:10.19139/soic-2310-5070-1251>; Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995) <doi:10.2307/2986138>.

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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘gamlss.dist’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘gamlss.dist’
  All declared Imports should be used.

Dependency Network

Dependencies Reverse dependencies pracma nloptr invgamma dlm fitdistrplus gamlss.dist ExGaussEstim

Version History

new 0.1.2 Mar 9, 2026