Estimate the Parameters of the Kumaraswamy Distribution

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Description

This function estimates the parameters of the Kumaraswamy distribution given the L-moments of the data in an L-moment object such as that returned by lmoms. The relations between distribution parameters and L-moments are seen under lmomkur.

Usage

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parkur(lmom, checklmom=TRUE, ...)

Arguments

lmom

An L-moment object created by lmoms or vec2lmom.

checklmom

Should the lmom be checked for validity using the are.lmom.valid function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the τ_4 and τ_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check.

...

Other arguments to pass.

Value

An R list is returned.

type

The type of distribution: kur.

para

The parameters of the distribution.

err

The convergence error.

convergence

Logical showing whether error convergence occurred.

source

The source of the parameters: “parkur”.

Author(s)

W.H. Asquith

References

Jones, M.C., 2009, Kumaraswamy's distribution—A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70–81.

See Also

lmomkur, cdfkur, pdfkur, quakur

Examples

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lmr <- lmoms(runif(20)^2)
parkur(lmr)

kurpar <- list(para=c(1,1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(0.1,1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(1,0.1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(0.1,0.1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

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