fit_marginalNB: Fist a negative binomial distribution as marginal law

Description Usage Arguments Details Value

View source: R/FitMarginalDistributions.R

Description

Fist a negative binomial distribution as marginal law

Usage

1
fit_marginalNB(x, LM, plotdiag = FALSE)

Arguments

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

Details

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).

Value

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


trawl documentation built on Feb. 23, 2021, 1:06 a.m.