StatFcts: Default functions used to produce the statistical summary

In StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods

Default functions used to produce the statistical summary

Description

Default functions used to produce the statistical summary in the Monte Carlo simulations.

Details

The functions are:

Mean

.mean <- function(p,...) mean(p)

Min

.min <- function(p,...) min(p)

Max

.max <- function(p,...) max(p)

Sn

.Sn <- function(p,n,...) sqrt(n)*sd(p)

MSE

.MSE <- function(p,paramT,...) (1/length(p))*sum((p-paramT)^2)

Std error

.st.err <- function(p,...) sd(p)/sqrt(length(p))

To change the statistical summary, provide functions with similar signatures and pass a character vector containing the function names to Estim_Simulation.

StableEstim documentation built on Aug. 7, 2022, 5:17 p.m.