estimate_mean_sd_ol: Estimate mean and standard deviation by method of moments...
In PaulMTeggin/practechniques: Functions for the Practical Actuarial Techniques online book
View source: R/estimation_functions.R
estimate_mean_sd_ol R Documentation
Estimate mean and standard deviation by method of moments allowing for potentially overlapping data
Description
This function serves two purposes: (1) collate the mean and standard deviation into a single list object,
and (2) allow for bias in the standard deviation arising from the overlapping data
by using calc_sd_ol_bias_fac.
Usage
estimate_mean_sd_ol(x, noverlap = 1)
Arguments
x
The data.
noverlap
The extent to which the data is overlapped. noverlap == 1 (the default) means no overlap,
and in this case calc_sd_ol_bias_fac returns 1, so no adjustment is applied.
Value
A list with two items:
- mean
the mean of x
- sd
the standard deviation of x adjusted for overlapping data bias, if any
See Also
Other Estimation functions:
estimate_exp_ol(),
estimate_logis_ol()
Examples
estimate_mean_sd_ol(rnorm(100))
PaulMTeggin/practechniques documentation built on Aug. 19, 2023, 4:44 p.m.
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View source: R/estimation_functions.R
| estimate_mean_sd_ol | R Documentation |
Estimate mean and standard deviation by method of moments allowing for potentially overlapping data
Description
This function serves two purposes: (1) collate the mean and standard deviation into a single list object,
and (2) allow for bias in the standard deviation arising from the overlapping data
by using calc_sd_ol_bias_fac.
Usage
estimate_mean_sd_ol(x, noverlap = 1)
Arguments
x |
The data. |
noverlap |
The extent to which the data is overlapped. |
Value
A list with two items:
- mean
the mean of
x- sd
the standard deviation of
xadjusted for overlapping data bias, if any
See Also
Other Estimation functions:
estimate_exp_ol(),
estimate_logis_ol()
Examples
estimate_mean_sd_ol(rnorm(100))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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