Description Usage Arguments Value Author(s) References See Also Examples
gedestp
and gedlogl
are auxiliary functions called by gets.mean
and gets.vol
.
The gedestp
function estimates the shape parameter of a standardised (zero mean, unit variance) GED. The estimation method is based on an index of kurtosis approach, and the code is based on the estimatep
function from the normalp
package by Angelo M. Mineo.
The gedlogl
function computes the log-likelihood of a standardised GED with shape parameter p.
1 2 |
x |
numeric vector |
z |
numeric vector |
method |
"inverse" or "direct" |
p |
numeric value, the shape parameter |
numeric, either an estimate of the shape parameter or the log-likelihood
Genaro Sucarrat (http://www.sucarrat.net/)
Mineo, A.M. (1994): 'Un nuovo metodo di stima di p per una corretta valutazione dei parametri diintensita e di scala di una curva normale di ordine p', Atti della XXXVII Riunione Scientifica della Societa Italiana di Statistica, San Remo, Vol. 2, pp. 147-154
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