Description Usage Arguments Value References Examples
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.
1 |
x |
data as a |
method |
estimation method (partial string matching is allowed). Indirect inference is adopted as default. |
verbose |
function verbosity. Values |
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
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | 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)
|
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