est_paramcov | R Documentation |
Internal function. Use est_cov. Description not done yet.
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, ... )
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
### 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
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