R Under development (unstable) (2024-10-16 r87241 ucrt) -- "Unsuffered Consequences"
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> 
> require(OneStep)
Loading required package: OneStep
Loading required package: fitdistrplus
Loading required package: MASS
Loading required package: survival
Loading required package: numDeriv
Loading required package: parallel
Loading required package: extraDistr
> 
> n <- 1e3
> 
> #### standard student distribution ####
> 
> #theta <- c("df"=3/2, "ncp"=1)
> #o.sample <- rt(n, df = theta["df"], ncp = theta["ncp"])
> 
> #ML1 <- mledist(o.sample, "t", start=list("df"=2, "ncp"=0))
> #onestep(o.sample, "t", control=list(delta=1/2))
> #onestep(o.sample, "t", control=list(delta=.75))
> 
> #### location-scaled student distribution ####
> 
> require(extraDistr)
> 
> curve(dlst(x, 3/2), -10, 10)
> 
> theta <- c("df"=3/2, "mu"=1, "sigma"=2)
> o.sample <- rlst(n, df=theta["df"], mu=theta["mu"], sigma=theta["sigma"])
> 
> ML1 <- fitdist(o.sample, "lst", start=list("df"=10, "mu"=median(o.sample), "sigma"=IQR(o.sample)/2))
> OS1 <- onestep(o.sample, "lst", control=list(delta=0.4))
> OS2 <- onestep(o.sample, "lst", control=list(delta=0.8))
> 
> 
> cbind("theo"=theta, "MLE"=coef(ML1)[names(theta)], 
+       "OS1"=coef(OS1)[c("df", "mu", "sigma")],"OS2"=coef(OS2)[c("df", "mu", "sigma")])
      theo      MLE      OS1      OS2
df     1.5 1.304540 1.304389 1.302670
mu     1.0 1.045610 1.046276 1.047196
sigma  2.0 1.858703 1.858552 1.857783
> 
> proc.time()
   user  system elapsed 
   1.90    0.32    2.18