McCullochParametersEstim: Quantile-based method
In StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods
McCullochParametersEstim R Documentation
Quantile-based method
Description
McCulloch quantile-based method.
Usage
McCullochParametersEstim(x)
Arguments
x
data used to perform the estimation: vector of length n.
Details
The code is a modified version of function .qStableFit from
package fBasics.
Value
numeric of length 4, represening the value of the 4
parameters.
References
McCulloch JH (1986).
“Simple consistent estimators of stable distribution parameters.”
Communications in Statistics-Simulation and Computation, 15(4), pp. 1109–1136.
See Also
Estim,
IGParametersEstim
Examples
set.seed(333)
x <- rstable(500, 1.3, 0.4, 1, 0)
McCullochParametersEstim(x)
StableEstim documentation built on Aug. 7, 2022, 5:17 p.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| McCullochParametersEstim | R Documentation |
Quantile-based method
Description
McCulloch quantile-based method.
Usage
McCullochParametersEstim(x)
Arguments
x |
data used to perform the estimation: vector of length n. |
Details
The code is a modified version of function .qStableFit from
package fBasics.
Value
numeric of length 4, represening the value of the 4
parameters.
References
McCulloch JH (1986). “Simple consistent estimators of stable distribution parameters.” Communications in Statistics-Simulation and Computation, 15(4), pp. 1109–1136.
See Also
Estim,
IGParametersEstim
Examples
set.seed(333) x <- rstable(500, 1.3, 0.4, 1, 0) McCullochParametersEstim(x)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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