# est_paramcov: Estimate the covariance matrix of parameter estimations In TLMoments: Calculate TL-Moments and Convert Them to Distribution Parameters

 est_paramcov R Documentation

## Estimate the covariance matrix of parameter estimations

### Description

Internal function. Use est_cov. Description not done yet.

### Usage

```est_paramcov(x, distr = "", leftrim = 0L, rightrim = 0L, ...)

## S3 method for class 'numeric'
est_paramcov(x, distr, leftrim = 0L, rightrim = 0L, np.cov = FALSE, ...)

## S3 method for class 'matrix'
est_paramcov(
x,
distr,
leftrim = 0L,
rightrim = 0L,
np.cov = FALSE,
reg.weights = NULL,
...
)

## S3 method for class 'parameters'
est_paramcov(
x,
distr = attr(x, "distribution"),
leftrim = attr(x, "source")\$trimmings[1],
rightrim = attr(x, "source")\$trimmings[2],
set.n = NA,
...
)
```

### Arguments

 `x` numeric vector or matrix containing data OR an object of parameters. `distr` character indicating the distribution from which the parameters are calculated. If x is parameters-object, distr does not need to be specified. `leftrim, rightrim` lower and upper trimming parameter used for parameter calculation, have to be non-negative integers. `...` additional arguments. `np.cov` boolean, if TRUE no parametric assumptions are used to calculate the covariance matrix (default FALSE). `reg.weights` numeric vector of weights for regionalized TLMoments. `set.n` hypothetical data length n if theoretical values are given.

numeric matrix

### Examples

```### Numeric vectors
x <- rgev(500, shape = .2)

parameters(TLMoments(x), "gev")
est_paramcov(x, "gev", 0, 0)
#cov(t(replicate(10000, parameters(TLMoments(rgev(500, shape = .2)), "gev"))))

parameters(TLMoments(x, rightrim = 1), "gev")
est_paramcov(x, "gev", 0, 1)
#cov(t(replicate(10000,
#   parameters(TLMoments(rgev(500, shape = .2), rightrim = 1), "gev")
#)))

parameters(TLMoments(x, rightrim = 2), "gev")
est_paramcov(x, "gev", 0, 2)
#cov(t(replicate(10000,
#  parameters(TLMoments(rgev(500, shape = .2), rightrim = 2), "gev")
#)))

### Numeric matrices
x <- matrix(rgev(600, shape = .2), nc = 3)

parameters(TLMoments(x), "gev")
est_paramcov(x, "gev", 0, 0)
#cov(t(replicate(5000,
#  as.vector(parameters(TLMoments(matrix(rgev(600, shape = .2), nc = 3)), "gev")))
#))

### parameters-object
x <- as.parameters(loc = 3, scale = 2, shape = .4, distr = "gev")
est_paramcov(x)
est_paramcov(x, leftrim = 0, rightrim = 0)
est_paramcov(x, leftrim = 0, rightrim = 0, set.n = 100)
# distr-argument can be neglected

```

TLMoments documentation built on March 27, 2022, 5:07 p.m.