I have a vector that has a non-central chi-squared distribution. How do I estimate its distributional parameters i.e. degrees of freedom $d$ and non-centrality parameter $\lambda$?
It cannot be done accurately according to what the researhes achieved, the best numerical unbiased estimator is (2.8) in the first paper:
I don't think there is an R-package estimating this noncentral parameter, altough I know that
fpow can estimate noncentral parameters of F-distributions.