Parametric estimator list constructor.

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Description

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.

Usage

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TBuildParametric(X, namelist = NULL)

Arguments

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.

Details

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.

Value

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.

Author(s)

Nelo Magalhães and Yves Rozenholc.

References

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

See Also

DensityTestim, TBuildList, TBuildRegularHisto, TBuildIrregularHisto, TBuildKernel

Examples

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## 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)