fitGH: Fit the Tukey's g-and-h distribution

In tukeyGH: Tukey's g-and-h Probability Distribution

Description

Fit the Tukey's g-and-h distribution on a dataset through various methods: quantile estimator by \insertCitehoaglin1985;textualtukeyGH, indirect inference \insertCitebee2019atukeyGH, and maximum likelihood \insertCitebee2019btukeyGH.

Usage

fitGH(x, method = c("iinference", "quantile", "mle"), verbose = "vv")

Arguments

x	data as a numeric.
method	estimation method (partial string matching is allowed). Indirect inference is adopted as default.
verbose	function verbosity. Values v, vv and vvv are admitted, whereas other values (such as "" or FALSE) will make the function silent.

Value

Object of class fitGH. Useful methods include:

• coef() point estimates of parameters

• print() short information about the object

• summary() summary information about the estimation process

References

\insertAllCited

Examples

data("EPWS2014")

# Fit to EPWS2014 data through indirect inference
modII <- fitGH(EPWS2014)
summary(modII)

# Fit to EPWS2014 data through the quantile estimator
modQ <- fitGH(EPWS2014, method = "quantile")
summary(modQ)

## Not run: 

# Fit to EPWS2014 data through MLE (the computation time is much longer)
modMLE <- fitGH(EPWS2014, method = "mle")
summary(modMLE)

## End(Not run)

tukeyGH documentation built on April 10, 2021, 9:06 a.m.