lognormRob: Robust Estimation of Lognormal Distribution Parameters

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

Robust Estimation of Lognormal Distribution Parameters

Description

Robust estimation of lognormal distribution parameters.

Usage

lognormRob(x, estim = c("tdmean"), control = lognormRob.control(estim, ...), ...)

Arguments

x	a numeric vector containing the sample.
estim	a character string specifying which estimator to use.
control	a list of control parameters appropriate for the estimator in estim.
...	control parameters may also be given here.

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. Missing in current implementation.
vcov	a numeric matrix containing the variance-covariance matrix of the estimated parameter vector. Missing in current implementation.
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.

Note

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

See Also

lognormRob.control, fitdstnRob.

robust documentation built on Sept. 11, 2024, 5:16 p.m.