| Name : R-bgw
| |
| Version : 0.1.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:01:04
|
| Group : Development/Libraries/Other
| Source RPM : R-bgw-0.1.3-lp153.2.2.src.rpm
|
| Size : 0.22 MB
| |
| Packager : (none)
| |
| Summary : Bunch-Gay-Welsch Statistical Estimation
|
Description :
Performs statistical estimation and inference-related computations by
accessing and executing modified versions of \'Fortran\' subroutines
originally published in the Association for Computing Machinery (ACM)
journal Transactions on Mathematical Software (TOMS) by Bunch, Gay and
Welsch (1993) < doi:10.1145/151271.151279>. The acronym \'BGW\' (from the
authors\' last names) will be used when making reference to technical
content (e.g., algorithm, methodology) that originally appeared in ACM
TOMS. A key feature of BGW is that it exploits the special structure of
statistical estimation problems within a trust-region-based
optimization approach to produce an estimation algorithm that is much
more effective than the usual practice of using optimization methods
and codes originally developed for general optimization. The \'bgw\'
package bundles \'R\' wrapper (and related) functions with modified
\'Fortran\' source code so that it can be compiled and linked in the \'R\'
environment for fast execution. This version implements a function
(\'bgw_mle.R\') that performs maximum likelihood estimation (MLE) for a
user-provided model object that computes probabilities (a.k.a.
probability densities). The original motivation for producing this
package was to provide fast, efficient, and reliable MLE for discrete
choice models that can be called from the \'Apollo\' choice modelling \'R\'
package ( see < http://www.apollochoicemodelling.com>). Starting with
the release of Apollo 3.0, BGW is the default estimation package.
However, estimation can also be performed using BGW in a stand-alone
fashion without using \'Apollo\' (as shown in simple examples included in
the package). Note also that BGW capabilities are not limited to MLE,
and future extension to other estimators (e.g., nonlinear least
squares, generalized method of moments, etc.) is possible. The
\'Fortran\' code included in \'bgw\' was modified by one of the original
BGW authors (Bunch) under his rights as confirmed by direct
consultation with the ACM Intellectual Property and Rights Manager.
See < https://authors.acm.org/author-resources/author-rights>. The main
requirement is clear citation of the original publication (see above).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
