mom2par: Parameters from moments

In Renext: Renewal Method for Extreme Values Extrapolation

Parameters from moments

Description

Compute parameters from (theoretical) moments

Usage

   mom2par(densfun = "exponential",
           mean,
           sd = NA)

Arguments

densfun	Name of the distribution. This can be at present time: "exponential", "weibull", "gpd", "gamma", "negative binomial".
mean	Theoretical mean (expectation) of the distribution. Can be a vector, in which case the parameters will be vectors.
sd	Standard deviation.

Details

For some distributions like Weibull, it is necessary to find a numerical solution since the parameters have no closed form expression involving the moments.

Value

A named list containing the parameters values e.g. with names shape and scale. When mean or sd is vector the list contains vectors.

Note

The name of the formal argument densfun is for compatibility with fitdistr from the MASS package. However, unlike in fitdistr this formal can not be given a density value, i.e. an object of the class "function" such as dnorm.

Author(s)

Yves Deville

Examples

## Weibull
mom2par(densfun = "weibull", mean = 1, sd = 2) 
## Genrealised Pareto
mom2par(densfun = "gpd", mean = 1, sd = 2)
## Gamma
mom2par(densfun = "gamma", mean = 1:10, sd = 1)

Renext documentation built on Aug. 30, 2023, 1:06 a.m.