QuantileBCCEstimator: Function to compute QuantileBCC estimates for the Weibull...

In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Description

Function QuantileBCCEstimator computes QuantileBCC estimator (for the Weibull) at real data and returns an object of class Estimate.

Usage

QuantileBCCEstimator(x, p1 = 1/3, p2 = 2/3,
            name, Infos, nuis.idx = NULL,
            trafo = NULL, fixed = NULL, na.rm = TRUE,
            ...)
.QBCC(x, p1 = 1/3, p2 = 2/3)

Arguments

x	(empirical) data
p1,p2	levels of the quantiles; maximal breakdown point is achieved for p1=p2-p1=1-p2=1/3 which is the default.
name	optional name for estimator.
Infos	character: optional informations about estimator
nuis.idx	optionally the indices of the estimate belonging to nuisance parameter
fixed	optionally (numeric) the fixed part of the parameter
trafo	an object of class MatrixorFunction – a transformation for the main parameter
na.rm	logical: if TRUE, the estimator is evaluated at complete.cases(x).
...	not yet used.

Details

The actual work is done in .QBCC. The wrapper QuantileBCCEstimator pre-treats the data, and constructs a respective Estimate object.

Value

.QuantileBCCEstimator	A numeric vector of length 2 with components named scale and shape.
QuantileBCCEstimator	An object of S4-class "Estimate".

Author(s)

Nataliya Horbenko [e-mail],
Peter Ruckdeschel [e-mail]

References

Boudt, K., Caliskan, D., Croux, C. (2011): Robust explicit estimators of Weibull parameters. Metrika, 73 (2), 187-209.

See Also

ParamFamily-class, ParamFamily, Estimate-class

Examples

## (empirical) Data
set.seed(123)
distroptions("withgaps"=FALSE)
x <- rweibull(50, scale = 0.5, shape = 3)
##
QuantileBCCEstimator(x = x)

RobExtremes documentation built on May 2, 2019, 3:44 p.m.