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

## Description

Internal function. Use est_cov. Description not done yet.

## Usage

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 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

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 ### 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 Dec. 4, 2019, 5:06 p.m.