alpha_modified_percentile: Estimating the Shape Parameter by Method of Modified...
In ptsuite: Tail Index Estimation for Power Law Distributions
Description
Usage
Arguments
Value
References
Examples
Description
This function uses the Method of Modified Percentiles to estimate the
shape parameter of a given set of data. (Bhatti et al. 2018)
Usage
1
Arguments
dat
vector of observations
Value
A list of the following form:
- shape
Estimate of the shape parameter of the data
- scale
Estimate of the scale parameter of the data (which is taken
to be the minimum of the data)
References
Bhatti SH, Hussain S, Ahmad T, Aslam M, Aftab M, Raza MA (2018). "Efficient
estimation of Pareto model: Some modified percentile estimators."
PLoS ONE, 13(5), 1-15.
Examples
1
2
x <- generate_pareto(10000, 5, 2)
alpha_modified_percentile(x)
ptsuite documentation built on May 1, 2019, 10:51 p.m.
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Description Usage Arguments Value References Examples
Description
This function uses the Method of Modified Percentiles to estimate the
shape parameter of a given set of data. (Bhatti et al. 2018)
Usage
1 |
Arguments
dat |
vector of observations |
Value
A list of the following form:
- shape
Estimate of the shape parameter of the data
- scale
Estimate of the scale parameter of the data (which is taken to be the minimum of the data)
References
Bhatti SH, Hussain S, Ahmad T, Aslam M, Aftab M, Raza MA (2018). "Efficient estimation of Pareto model: Some modified percentile estimators." PLoS ONE, 13(5), 1-15.
Examples
1 2 | x <- generate_pareto(10000, 5, 2)
alpha_modified_percentile(x)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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