lgnorm_LTMPS: MPS estimation of the left-truncated log-normal distribution

In ckatom/ltmps: MPS estimation for left-truncated heavy-tailed data

Description

Apply MPS estimation to the left-truncated log-normal distribution.

Usage

lgnorm_LTMPS(data, init_value, u)

Arguments

data	Empirical data that is left-truncated.
init_value	The initial value of left-truncated log-normal distributions parameter mu and sigma.
u	The left-truncated point.

Value

A list contains the estimation result of mu and sigma parameters, standard error and covariance matrix of estimated parameters.

Examples

data0=rlnorm(30000,4,2)
data = data0[data0>5]
fit = lgnorm_LTMPS(data = data,init_value = c(0.6,2.2),u=5)
fit$par.ests

ckatom/ltmps documentation built on Jan. 8, 2022, 1:38 p.m.