fitdstnRob: Robust Fitting of Univariate Distributions

In robust: Port of the S+ "Robust Library"

Robust Fitting of Univariate Distributions

Description

Robust Fitting of Univariate Distributions.

Usage

fitdstnRob(x, densfun, ...)

Arguments

x	A numeric vector containing the sample.
densfun	a character string naming the distribution. Distributions ‘gamma’, ‘lognormal’, and ‘weibull’ are recognized.
...	additional arguments are passed to the fitting functions.

Value

a list with class “fitdstn” containing the following elements:

estimate	a named numeric vector containing the parameter estimates.
sd	a named numeric vector containing the standard deviations of the parameter estimates.
vcov	a numeric matrix containing the variance-covariance matrix of the estimated parameter vector.
mu	a single numeric value containing an estimate of the mean.
V.mu	a single numeric value containing the variance of the estimated mean.
control	a list containing the control parameters used by the estimator.
call	the matched call.
densfun	the character string densfun provided in the arguments.
x	the data provided in x.

The print method displays the estimated parameters and their standard errors (in parentheses).

See Also

gammaRob, lognormRob, weibullRob.

The classical counterparts, see fitdstn.

robust documentation built on July 9, 2023, 6:14 p.m.