ssfit: Fitting of parametric models using summary statistics. Fits complex parametric models using the method proposed by Cox and Kartsonaki (2012) without likelihoods: The fitting of complex parametric models. Consider parametric models that are too complicated to allow calculation of a likelihood but from which observations can be simulated. We examine parameter estimators that are linear functions of a possibly large set of candidate features. A combination of simulations based on a fractional design and sets of discriminant analyses is then used to find an optimal estimator of the vector parameter and its covariance matrix. The procedure is an alternative to the approximate Bayesian computation scheme.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Rubio, F.J.; Johansen, Adam M.: A simple approach to maximum intractable likelihood estimation (2013)
- Cox, D.R.; Kartsonaki, Christiana: The fitting of complex parametric models (2012)