generate_all_estimates: Obtain estimates for Parameters of Pareto Data from all...
In ptsuite: Tail Index Estimation for Power Law Distributions
Description
Usage
Arguments
Value
Examples
Description
This function combines the results of all the methods (included in this
package) provided to estimate the shape and scale parameters
of the Pareto data and provides the results in a data frame. Hill's
Estimator is not used in this comparison as it discards a set of
observations. We also note here that when considering the entire data set,
Hill's Estimate is equivalent to the MLE.
Usage
1
Arguments
dat
vector of observations
Value
Dataframe with the following columns:
- Method.of.Estimation
Name of the method used for estimation
- Shape.Parameter
Estimates of the shape parameter of the data
- Scale.Parameter
Estimates of the scale parameter of the data
Examples
1
2
x <- generate_pareto(10000, 5, 2)
generate_all_estimates(x)
ptsuite documentation built on May 1, 2019, 10:51 p.m.
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Description Usage Arguments Value Examples
Description
This function combines the results of all the methods (included in this
package) provided to estimate the shape and scale parameters
of the Pareto data and provides the results in a data frame. Hill's
Estimator is not used in this comparison as it discards a set of
observations. We also note here that when considering the entire data set,
Hill's Estimate is equivalent to the MLE.
Usage
1 |
Arguments
dat |
vector of observations |
Value
Dataframe with the following columns:
- Method.of.Estimation
Name of the method used for estimation
- Shape.Parameter
Estimates of the shape parameter of the data
- Scale.Parameter
Estimates of the scale parameter of the data
Examples
1 2 | x <- generate_pareto(10000, 5, 2)
generate_all_estimates(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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