Description Usage Arguments Details Value
View source: R/FitMarginalDistributions.R
Fist a negative binomial distribution as marginal law
1 | fit_marginalNB(x, LM, plotdiag = FALSE)
|
x |
vector of equidistant time series data |
LM |
Lebesgue measure of the estimated trawl |
plotdiag |
binary variable specifying whether or not diagnostic plots should be provided |
The moment estimator for the parameters of the negative binomial distribution are given by
\hat θ = 1-\mbox{E}(X)/\mbox{Var}(X),
and
\hat m = \mbox{E}(X)(1-\hat θ)/(\widehat{ \mbox{LM}} \hat θ).
m: parameter in the negative binomial marginal distribution
theta: parameter in the negative binomial marginal distribution
a: Here a=θ/(1-θ). This is given for an alternative parametrisation of the negative binomial marginal distribution
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.