covnormpoly4: Covariance matrix of the parameters of the normal-polynomial...
In Lmoments: L-Moments and Quantile Mixtures

Description Usage Arguments Value Author(s) References See Also

View source: R/QM.R

Estimates covariance matrix of the four parameters of normal-polynomial quantile mixture

1	covnormpoly4(data)

data

vector of observations

covariance matrix of the four parameters of normal-polynomial quantile mixture

Juha Karvanen juha.karvanen@iki.fi

Karvanen, J. 2006. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis 51, (2), 947–959. http://www.bsp.brain.riken.jp/publications/2006/karvanen_quantile_mixtures.pdf.

Lmomcov for covariance matrix of L-moments, dnormpoly for the normal-polynomial quantile mixture and data2normpoly4 for the estimation of the normal-polynomial quantile mixture.

Lmoments documentation built on May 2, 2019, 2:04 a.m.