parkur: Estimate the Parameters of the Kumaraswamy Distribution

In wasquith/lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Estimate the Parameters of the Kumaraswamy Distribution

Description

This function estimates the parameters of the Kumaraswamy distribution given the L-moments of the data in an L-moment object such as that returned by lmoms. The relations between distribution parameters and L-moments are seen under lmomkur.

Usage

parkur(lmom, checklmom=TRUE, ...)

Arguments

lmom	An L-moment object created by lmoms or vec2lmom.
checklmom	Should the lmom be checked for validity using the are.lmom.valid function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the \tau_4 and \tau_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check.
...	Other arguments to pass.

Value

An R list is returned.

type	The type of distribution: kur.
para	The parameters of the distribution.
err	The convergence error.
convergence	Logical showing whether error convergence occurred.
source	The source of the parameters: “parkur”.

Author(s)

W.H. Asquith

References

Jones, M.C., 2009, Kumaraswamy's distribution—A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70–81.

See Also

lmomkur, cdfkur, pdfkur, quakur

Examples

lmr <- lmoms(runif(20)^2)
parkur(lmr)

kurpar <- list(para=c(1,1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(0.1,1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(1,0.1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

kurpar <- list(para=c(0.1,0.1), type="kur");
lmr <- lmomkur(kurpar)
parkur(lmr)

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.