Fitting a Gamma-Gompertz survival model to capture-recapture data collected on free-ranging animal populations
Fitting a Gamma-Gompertz survival model to capture-recapture data collected on free-ranging animal populations - Published in JOSS (2018)
estimationtools
This package provides routines for parameter estimation and model diagnostics for any probability density or mass function implemented in R via maximum likelihood given a data set, with or without covariates. Tools in this package have general applicability, especially in survival analysis and distance sampling. :mag::computer:
phasegen
Computation and inference on exact solutions of coalescent distributions under diverse demographic scenarios.
https://github.com/alexstead/rfrontier
Stata package for robust stochastic frontier analysis
qst
A public Python package to perform quantum state tomography through maximum likelihood estmation
sparklen
A statistical learning toolkit for high-dimensional Hawkes processes in Python
https://github.com/bio-phys/diffusionmle
Analyze experimental tracking data using a maximum likelihood estimator (MLE) to extract translational diffusion coefficients.
PINstimation
A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.