estimate.tsdistribution.spdspec: Estimates the parameters of a semi-parametric distribution.

In tsdistributions: Location Scale Standardized Distributions

Estimates the parameters of a semi-parametric distribution.

Description

Estimates the parameters of a semi-parametric distribution.

Usage

## S3 method for class 'tsdistribution.spdspec'
estimate(object, method = "pwm", ...)

Arguments

object	an object of class “tsdistribution.spdspec”.
method	a choice of “Grimshaw”, “obre” or “nlm” from fit.gpd or “pwm” for the probability weighted moments estimator.
...	additional parameters passed to the gpd estimation function.

Details

The estimation defaults to the Probability Weighted Moments (pwm) of Hosking (1985), and alternative methods are provided via the “mev” package. For the interior of the distribution, the bkde function is used to calculate the kernel density.

Value

An object of class “tsdistribution.spdestimate” with slots for the upper, lower and interior kernel fitted values.

References

\insertRef

Hosking1985tsdistributions

tsdistributions documentation built on June 8, 2025, 11:20 a.m.