momALaD: Method of moments (MoM) estimation for the quantile-based...

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

Parameter estimation in the quantile-based asymmetric Laplace distribution by using method of moments is studied in Gijbels et al. (2019a).

Usage

momALaD(y, alpha = NULL)

Arguments

y	This is a vector of quantiles.
alpha	This is the index parameter α. If α is unknown, the it should be NULL which is default option. In this case, the sample skewness will be used to estimate α. If α is known, then the value of α has to be specified in the function.

Value

momALaD provides the method of moments estimates of the unknown parameters of the distribution.

References

Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.

Examples

# Example
y=rnorm(100)
momALaD(y=y,alpha=0.5) # If alpha is known with alpha=0.5
momALaD(y=y) # If alpha is unknown

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.