CRAN
imprProbEst 1.0.1
Minimum distance estimation in an imprecise probability model
Released May 7, 2010 by Robert Hable
Dependencies
A minimum distance estimator is calculated for an imprecise probability model. The imprecise probability model consists of upper coherent previsions whose credal sets are given by a finite number of constraints on the expectations. The parameter set is finite. The estimator chooses that parameter such that the empirical measure lies next to the corresponding credal set with respect to the total variation norm.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>imprProbEst</artifactId> <version>1.0.1-b39</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:imprProbEst')
Test Results
This package was last tested against Renjin 0.9.2689 on Aug 27, 2018.