Description Usage Arguments Value Note Author(s) Source References See Also Examples
Compute the Z-conditional moments (standard normal distributed moments) based on only those (n - r) observations above a threshold X_{si} for a sample size of n and r number of truncated observations. The first moment is gtmoms(xsi,1)
, which is in the first returned column. The second moment is
1 |
that is in the second returned column. Further mathematical details are available under gtmoms
.
1 | CondMomsZ(n, r, xsi)
|
n |
The number of observations; |
r |
The number of truncated observations; and |
xsi |
The lower threshold (see |
The value a two-column, one-row R matrix
.
The CondMomsZ
function appears to not be used for any purpose. Only the CondMomsChi2
function is needed for MGBT. The author WHA hypothesizes that TAC has the simple logic of this function constructed in long hand as needed within other functions—Rigorous inquiry of TAC's design purposes is not possible.
W.H. Asquith consulting T.A. Cohn sources
LowOutliers_jfe(R).txt
, LowOutliers_wha(R).txt
, P3_089(R).txt
—Named CondMomsZ
Cohn, T.A., 2013–2016, Personal communication of original R source code: U.S. Geological Survey, Reston, Va.
1 2 3 | CondMomsZ(58, 2, -3.561143)
# [,1] [,2]
#[1,] 0.0007033727 0.01781241
|
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