TBuildParametric: Parametric estimator list constructor.
In Density.T.HoldOut: Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out for density estimation

Description Usage Arguments Details Value Author(s) References See Also Examples

Given a sample X, builds the family of the parametric estimators for the unif, norm, lnorm, beta, exp, gamma and chisq densities of the 'stats' library obtained from the method of moments.

1	TBuildParametric(X, namelist = NULL)

`X`	numeric vector. The sample to build the parametric estimators.
`namelist`	list of all desired parametric estimators. If NULL (default) namelist=c("unif", "norm", "exp", "lnorm", "gamma","chisq", "beta"). Selected list has to be a subset of the default list.

For a sample following an unknown density, all estimators are build in the following way. When: name='unif', the one-bin histogram is built, name='norm', the parametric guassian estimator is built, name='lnorm', the parametric log-normal estimator is built only if min(X)>0, name='exp', the parametric exponential estimator is built only if min(X)>0, name='gamma', the parametric gamma estimator is built only if min(X)>0, name='chisq', the parametric chi-square estimator is built only if min(X)>0, name='beta', the parametric beta estimator is built only if min(X)>0 and max(X)<1.

TBuildParametric returns a list with components:

f

explicit expression of the corresponding density function,

cuts

range of the estimator, given by the 1e-6 -quantiles,

descript

list containing:

'parametric'nature of the estimator,
namename of the estimator,
parvalues of the estimated parameters.

Nelo Magalhães and Yves Rozenholc.

N. Magalhães and Y. Rozenholc, "A non-combinatorial algorithm for T-estimation", (2014).

DensityTestim, TBuildList, TBuildRegularHisto, TBuildIrregularHisto, TBuildKernel

## Not run: 
## build log-normal and exponential parametric estimators for a sample of 
## the log-normal density:
TBuildParametric(X=rlnorm(1000),namelist=c('exp','lnorm'))

## End(Not run)