paramp: Estimation of location and scale parameters

In normalp: Routines for Exponential Power Distribution

Description

The function paramp returns a list with five elements: arithmetic mean, Mp, standard deviation, Sp, and shape parameter p, estimated on a sample.

Usage

paramp(x, p)

Arguments

x	A vector of observations.
p	If specified, the algorithm uses this value for p, i.e. the algorithm does not use an estimate of p.

Value

The estimation of Mp and p is based on an iterative method. To show differences between the least squares method and the maximum likelihood method, it prints out also the mean and the standard deviation.

Mean	Arithmetic mean.
Mp	The estimated value of the location parameter.
Sd	Standard deviation.
Sp	The estimated value of the scale parameter.
p	The estimated value of the shape parameter.
iter	If its value is 1, we have had problems on convergence.

Author(s)

Angelo M. Mineo

References

Mineo, A.M. (1996) La migliore combinazione delle osservazioni: curve normali di ordine p e stimatori di norma Lp. PhD thesis.

Examples

x<-rnormp(1000,2,3,4.2)
paramp(x)

Example output

    Mean       Mp       Sd       Sp        p 
1.961385 2.016937 2.470439 3.067884 4.524435 

no.conv = FALSE 

normalp documentation built on Feb. 14, 2020, 5:08 p.m.