momentAND: Moments estimation for the quantile-based asymmetric normal...

In QBAsyDist: Asymmetric Distributions and Quantile Estimation

Description

Mean, variance, skewness, kurtosis and moments about the location parameter (i.e., αth quantile) of the quantile-based asymmetric normal distribution introduced in Gijbels et al. (2019a) useful for quantile regression with location parameter equal to μ, scale parameter φ and index parameter α.

Usage

meanAND(mu, phi, alpha)

varAND(mu, phi, alpha)

skewAND(alpha)

kurtAND(alpha)

momentAND(phi, alpha, r)

Arguments

mu	This is the location parameter μ.
phi	This is the scale parameter φ.
alpha	This is the index parameter α.
r	This is a value which is used to calculate rth moment about μ.

Value

meanAND provides the mean, varAND provides the variance, skewAND provides the skewness, kurtAND provides the kurtosis, and momentAND provides the rth moment about the location parameter μ of the quantile-based asymmetric normal 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
meanAND(mu=0,phi=1,alpha=0.5)
varAND(mu=0,phi=1,alpha=0.5)
skewAND(alpha=0.5)
kurtAND(alpha=0.5)
momentAND(phi=1,alpha=0.5,r=1)

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