eta.s: Strong asymmetry measure eta(X).

In asymmetry.measures: Asymmetry Measures for Probability Density Functions

Description

Returns the strong asymmetry measure eta(X) of Patil, Bagkavos and Wood (2014).

Usage

 eta.s(xin, dist, GridLength, p1, p2)

Arguments

xin	A vector of data points - the available sample.
dist	Character string, specifies selected distribution function.
GridLength	A non-negative number, which will be rounded up if fractional.Desired length of the sequence.
p1	A scalar. Parameter 1 (vector or object) of the selected distribution.
p2	A scalar. Parameter 2 (vector or object) of the selected distribution.

Details

Implements

η(X)= -0.5 sign(ρ_1)\max|ρ_p + ρ_p^*|

with 1/2 ≤ p ≤ 1.

Uses maximum likehood estimates for the unknown functionals in the definition of the measure.

Value

Returns a scalar, the value of the strong asymmetry measure η(X).

Author(s)

Dimitrios Bagkavos and Lucia Gamez Gallardo

R implementation and documentation: Dimitrios Bagkavos <[e-mail]> , Lucia Gamez Gallardo <[e-mail]>

References

• Patil P.N., Bagkavos D. and Wood A.T.A., (2014). A measure of asymmetry based on a new necessary and sufficient condition for symmetry, Sankhya A, 76, 123–145.

• Bagkavos D., Patil P.N., Wood A.T.A. (2016), A Numerical Study of the Power Function of a New Symmetry Test. In: Cao R., Gonzalez Manteiga W., Romo J. (eds), Nonparametric Statistics. Springer Proceedings in Mathematics and Statistics, vol 175, Springer.

See Also

eta.w.hat.bc, eta.w.hat, eta.w.breve,eta.w.breve.bc, eta.w.tilde,eta.w.tilde.bc

Examples

selected.dist <- "norm" #select norm as the distribution
m.use <- mean(GDP.Per.head.dist.2005)
sd.use<- sd(GDP.Per.head.dist.2005)
grid <- 50

s.use<- GDP.Per.head.dist.1995
eta.s(GDP.Per.head.dist.2005,selected.dist,grid,m.use,sd.use)
    

asymmetry.measures documentation built on July 22, 2020, 9:06 a.m.